US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.26% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9113 | 11.95 | |
| 0.0650 | 170.11 | |
| 0.9985 | 8,320.54 | |
| 2.0760 | 6,253.07 |
Estimation Period:
Nov 19, 1990 to Feb 13, 2026
Nov 19, 1990 to Feb 13, 2026
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