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V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:194.55% (-4.82%)
Analysis last updated: Monday, February 9, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah SGARCH
paramt-stat
ω1.50853.99
α0.11878.92
β0.879870.64
γ1-0.3253-1.50
γ20.44551.64
γ3-0.1625-0.98
γ40.02670.17
γ50.06410.52
γ6-0.0801-0.69
γ70.07340.52
γ8-0.0031-0.01
γ9-0.8657-1.50
γ103.41761.75
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts