V-Lab
V-Lab
US Dollar to Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:6.63% (-0.52%)

Analysis last updated: Sunday, May 5, 2024 at 01:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indonesian Rupiah EGARCH
paramt-stat
ω0.018911.95
α0.235938.60
β0.98911353.13
γ0.01853.44
Estimation Period:
Nov 19, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts