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V-Lab

Indonesian Rupiah AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, April 17th, 2026

1 Day

3.61%

decreased by 0.11%

1 Week

3.74%

increased by 0.02%

1 Month

4.23%

increased by 0.51%

Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC

Date Range:

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graph of Indonesian Rupiah AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time