Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:93.25% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3251 | 3.44 | |
| 0.1125 | 7.51 | |
| 0.8848 | 67.03 | |
| -0.2796 | -1.89 | |
| 0.3780 | 1.90 | |
| -0.1291 | -0.81 | |
| 0.0075 | 0.05 | |
| 0.0831 | 0.64 | |
| -0.1284 | -0.86 | |
| 0.2196 | 0.83 | |
| -1.3096 | -1.71 | |
| 3.3579 | 1.67 | |
| -3.3432 | -1.66 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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