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Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.42% (-2.98%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω1.32513.44
α0.11257.51
β0.884867.03
γ1-0.2796-1.89
γ20.37801.90
γ3-0.1291-0.81
γ40.00750.05
γ50.08310.64
γ6-0.1284-0.86
γ70.21960.83
γ8-1.3096-1.71
γ93.35791.67
γ10-3.3432-1.66
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts