US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.67% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9648 | 11.96 | |
| 0.0650 | 170.11 | |
| 0.9985 | 8,320.54 | |
| 2.0739 | 6,440.75 |
Estimation Period:
Nov 19, 1990 to Feb 6, 2026
Nov 19, 1990 to Feb 6, 2026
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