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V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:163.68% (-3.25%)
Analysis last updated: Friday, February 13, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah SGARCH
paramt-stat
ω1.49773.98
α0.11729.04
β0.881273.10
γ1-0.3245-1.60
γ20.44431.73
γ3-0.1623-0.98
γ40.02710.17
γ50.06380.51
γ6-0.0801-0.69
γ70.07390.52
γ8-0.0061-0.03
γ9-0.7959-1.58
γ103.13181.89
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts