Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:3.86% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3402 | 4.72 | |
| 0.1092 | 8.47 | |
| 0.8777 | 65.04 | |
| 0.0042 | 6.63 |
Estimation Period:
Jun 30, 1998 to Nov 14, 2025
Jun 30, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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