V-Lab: Indonesian Rupiah AGARCH Volatility Analysis

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V-Lab

Indonesian Rupiah AGARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:3.99% (-0.16%)

Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	12.01
$α$	0.1037	38.55
$β$	0.9021	430.81
$γ$	-0.0174	-1.82

Estimation Period:
Jun 30, 1998 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts