Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.72% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.4670 | 9.45 | |
| 0.0601 | 138.26 | |
| 0.9990 | 9,990.00 | |
| 2.0241 | 13,676.12 |
Estimation Period:
Jun 30, 1998 to Feb 20, 2026
Jun 30, 1998 to Feb 20, 2026
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