Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:103.83% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5275 | 3.97 | |
| 0.1133 | 9.25 | |
| 0.8844 | 78.83 | |
| -0.3026 | -1.91 | |
| 0.4183 | 1.99 | |
| -0.1563 | -0.97 | |
| 0.0236 | 0.15 | |
| 0.0697 | 0.56 | |
| -0.0909 | -0.79 | |
| 0.0907 | 0.66 | |
| -0.0404 | -0.21 | |
| -0.5547 | -2.03 | |
| 2.3183 | 3.10 |
Estimation Period:
Jun 30, 1998 to Mar 6, 2026
Jun 30, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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