Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:4.58% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6008 | 4.32 | |
| 0.1099 | 8.28 | |
| 0.8755 | 63.10 | |
| 0.0106 | 1.30 | |
| -0.0115 | -1.00 | |
| 0.0120 | 1.20 | |
| -0.0164 | -2.37 |
Estimation Period:
Jun 30, 1998 to Oct 10, 2025
Jun 30, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Indonesian Rupiah Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies