Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:4.00% (-0.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
3.6120 | 4.31 | |
0.1101 | 8.28 | |
0.8754 | 63.02 | |
0.0106 | 1.30 | |
-0.0115 | -1.00 | |
0.0118 | 1.19 | |
-0.0161 | -2.34 |
Estimation Period:
Jun 30, 1998 to Oct 17, 2025
Jun 30, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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