V-Lab: Indonesian Rupiah AGARCH Volatility Analysis

V-Lab

Indonesian Rupiah AGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:4.47% (-0.17%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	12.02
$α$	0.1042	38.42
$β$	0.9020	429.51
$γ$	-0.0170	-1.77

Estimation Period:
Jun 30, 1998 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts