V-Lab
V-Lab
Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:4.46% (-0.16%)
Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah GARCH
paramt-stat
ω0.001715.04
α0.092534.81
β0.9075407.84
Estimation Period:
Jun 30, 1998 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts