Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
4.42%
decreased by 0.20%
1 Week
4.53%
decreased by 0.09%
1 Month
4.91%
increased by 0.29%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0012 | 3.55 | |
| 0.1070 | 8.74 | |
| 0.8815 | 69.56 | |
| -0.0001 | -0.02 | |
| 0.0075 | 0.83 | |
| -0.0093 | -3.03 |
Estimation Period:
Jun 30, 1998 to May 22, 2026
Jun 30, 1998 to May 22, 2026
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