Indonesian Rupiah EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.28%
increased by 0.08%
1 Week
6.53%
increased by 0.33%
1 Month
7.58%
increased by 1.38%
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 | |
|---|---|---|
| 0.0100 | 4.52 | |
| 0.2276 | 35.05 | |
| 0.9842 | 844.85 | |
| 0.0160 | 2.62 |
Estimation Period:
Jun 30, 1998 to Jun 5, 2026
Jun 30, 1998 to Jun 5, 2026
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