US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.74%
increased by 0.71%
1 Week
14.75%
increased by 0.72%
1 Month
14.80%
increased by 0.77%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3428 | 11.97 | |
| 0.0650 | 169.38 | |
| 0.9985 | 8,320.55 | |
| 2.1110 | 4,238.98 |
Estimation Period:
Nov 19, 1990 to Jun 5, 2026
Nov 19, 1990 to Jun 5, 2026
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