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V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:140.30% (-1.49%)
Analysis last updated: Friday, February 20, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah SGARCH
paramt-stat
ω1.50633.97
α0.11599.13
β0.882375.28
γ1-0.3174-1.72
γ20.43581.84
γ3-0.1601-0.98
γ40.02570.16
γ50.06630.54
γ6-0.0845-0.73
γ70.08020.57
γ8-0.0177-0.09
γ9-0.7142-1.74
γ102.86752.19
Estimation Period:
Jun 30, 1998 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts