V-Lab: Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

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V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:43.54% (+3.52%)

Analysis last updated: Wednesday, April 17, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	42.2721	9.43
$α$	0.0618	135.51
$β$	0.9990	9891.09
$ν$	2	25803.94

Estimation Period:
Jun 30, 1998 to Apr 12, 2024