US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
11.50%
decreased by 0.99%
1 Week
11.53%
decreased by 0.96%
1 Month
11.63%
decreased by 0.86%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3033 | 11.99 | |
| 0.0650 | 169.39 | |
| 0.9985 | 8,320.58 | |
| 2.1150 | 4,098.83 |
Estimation Period:
Nov 19, 1990 to Jul 3, 2026
Nov 19, 1990 to Jul 3, 2026
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