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V-Lab
Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:3.25% (-0.10%)
Analysis last updated: Sunday, October 26, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah GARCH
paramt-stat
ω0.001714.99
α0.092935.11
β0.9071408.61
Estimation Period:
Jun 30, 1998 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts