US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.93%
decreased by 1.43%
1 Week
15.94%
decreased by 1.42%
1 Month
15.97%
decreased by 1.39%
Analysis last updated: Sunday, June 14, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3349 | 12.00 | |
| 0.0651 | 169.42 | |
| 0.9985 | 8,320.58 | |
| 2.1122 | 4,199.13 |
Estimation Period:
Nov 19, 1990 to Jun 12, 2026
Nov 19, 1990 to Jun 12, 2026
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