V-Lab
V-Lab
US Dollar to Indonesian Rupiah APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:5.79% (-0.20%)

Analysis last updated: Sunday, May 5, 2024 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indonesian Rupiah APARCH
paramt-stat
ω0.00028.00
α0.068231.18
β0.9176441.57
γ-0.0528-3.01
δ2.447141.52
Estimation Period:
Nov 19, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts