Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:3.81% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9776 | 3.48 | |
| 0.1079 | 8.74 | |
| 0.8810 | 69.01 | |
| -0.0008 | -0.12 | |
| 0.0089 | 0.95 | |
| -0.0102 | -3.15 |
Estimation Period:
Jun 30, 1998 to Dec 5, 2025
Jun 30, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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