V-Lab: Indonesian Rupiah AGARCH Volatility Analysis

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V-Lab

Indonesian Rupiah AGARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:3.07% (-0.09%)

Analysis last updated: Sunday, November 16, 2025 at 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	11.95
$α$	0.1043	38.73
$β$	0.9016	429.55
$γ$	-0.0167	-1.76

Estimation Period:
Jun 30, 1998 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts