Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
6.18%
decreased by 0.41%
1 Week
6.14%
decreased by 0.45%
1 Month
5.99%
decreased by 0.60%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3388 | 3.51 | |
| 0.1126 | 8.72 | |
| 0.8715 | 65.35 | |
| -0.1224 | -1.77 | |
| 0.1970 | 1.72 | |
| -0.0830 | -0.66 | |
| -0.0387 | -0.30 | |
| 0.1314 | 1.37 | |
| -0.1640 | -1.94 | |
| 0.1812 | 1.88 | |
| -0.1888 | -1.60 | |
| 0.1482 | 1.32 | |
| -0.1730 | -1.59 |
Estimation Period:
Jun 30, 1998 to Jun 5, 2026
Jun 30, 1998 to Jun 5, 2026
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