Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.26% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 5.21 | |
| 0.1203 | 2.05 | |
| 0.8404 | 103.16 | |
| -0.0664 | -1.04 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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