US Dollar to Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.37% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 7.83 | |
| 0.1050 | 2.10 | |
| 0.8879 | 205.78 | |
| -0.0732 | -1.50 |
Estimation Period:
Nov 19, 1990 to Feb 6, 2026
Nov 19, 1990 to Feb 6, 2026
News Impact Curve
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