V-Lab: Indonesian Rupiah GARCH Volatility Analysis

V-Lab

|

V-Lab

Indonesian Rupiah GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:6.91% (-0.68%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0091	16.61
$α$	0.2109	13.32
$β$	0.7891	77.37

Estimation Period:
Jun 30, 1998 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts