V-Lab: Indonesian Rupiah AGARCH Volatility Analysis

V-Lab

Indonesian Rupiah AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:10.32% (-0.29%)

Analysis last updated: Wednesday, April 16, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	12.03
$α$	0.1049	38.44
$β$	0.9017	428.18
$γ$	-0.0154	-1.61

Estimation Period:
Jun 30, 1998 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts