Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 30th, 2026
1 Day
4.69%
increased by 0.49%
1 Week
4.78%
increased by 0.58%
1 Month
5.13%
increased by 0.93%
Analysis last updated: Wednesday, April 29, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0055 | 3.54 | |
| 0.1074 | 8.74 | |
| 0.8812 | 69.32 | |
| -0.0002 | -0.03 | |
| 0.0077 | 0.84 | |
| -0.0093 | -3.04 |
Estimation Period:
Jun 30, 1998 to Apr 24, 2026
Jun 30, 1998 to Apr 24, 2026
Other Indonesian Rupiah Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies