Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:3.26% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9822 | 3.48 | |
| 0.1078 | 8.74 | |
| 0.8811 | 69.06 | |
| -0.0008 | -0.11 | |
| 0.0089 | 0.94 | |
| -0.0101 | -3.10 |
Estimation Period:
Jun 30, 1998 to Nov 21, 2025
Jun 30, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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