V-Lab: Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

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V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:47.02% (-3.42%)

Analysis last updated: Friday, April 26, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	45.9560	9.45
$α$	0.0619	135.64
$β$	0.9990	9891.09
$ν$	2	27560.26

Estimation Period:
Jun 30, 1998 to Apr 26, 2024