US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
12.68%
decreased by 1.13%
1 Week
12.70%
decreased by 1.11%
1 Month
12.79%
decreased by 1.02%
Analysis last updated: Sunday, May 24, 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 | |
|---|---|---|
| 1.3566 | 11.98 | |
| 0.0651 | 169.19 | |
| 0.9985 | 8,320.55 | |
| 2.1101 | 4,271.53 |
Estimation Period:
Nov 19, 1990 to May 22, 2026
Nov 19, 1990 to May 22, 2026
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