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V-Lab

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

Date Range:

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graph of Indonesian Rupiah AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time