Indonesian Rupiah AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.92%
increased by 1.50%
1 Week
7.01%
increased by 1.59%
1 Month
7.39%
increased by 1.97%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 12.26 | |
| 0.1025 | 38.71 | |
| 0.9029 | 433.44 | |
| -0.0133 | -1.42 |
Estimation Period:
Jun 30, 1998 to Jun 5, 2026
Jun 30, 1998 to Jun 5, 2026
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