Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
5.12%
decreased by 0.25%
1 Week
5.20%
decreased by 0.17%
1 Month
5.48%
increased by 0.11%
Analysis last updated: Friday, June 5, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9996 | 3.55 | |
| 0.1069 | 8.74 | |
| 0.8816 | 69.64 | |
| -0.0001 | -0.01 | |
| 0.0075 | 0.83 | |
| -0.0092 | -3.04 |
Estimation Period:
Jun 30, 1998 to Jun 5, 2026
Jun 30, 1998 to Jun 5, 2026
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