Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.32%
decreased by 0.18%
1 Week
4.43%
decreased by 0.07%
1 Month
4.83%
increased by 0.33%
Analysis last updated: Monday, July 6, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0013 | 3.56 | |
| 0.1070 | 8.75 | |
| 0.8814 | 69.53 | |
| 0.0000 | 0.00 | |
| 0.0074 | 0.82 | |
| -0.0092 | -3.05 |
Estimation Period:
Jun 30, 1998 to Jul 3, 2026
Jun 30, 1998 to Jul 3, 2026
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