V-Lab
Indonesian Rupiah AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:8.12% (-0.41%)
Analysis last updated: Sunday, January 29, 2023, 01:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.02 | |
| 0.1119 | 37.48 | |
| 0.8971 | 404.48 | |
| -0.0121 | -1.27 |
Estimation Period:
Jun 30, 1998 to Jan 28, 2023
Jun 30, 1998 to Jan 28, 2023
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