Indonesian Rupiah AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 17th, 2026
1 Day
3.61%
decreased by 0.11%
1 Week
3.74%
increased by 0.02%
1 Month
4.23%
increased by 0.51%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 12.23 | |
| 0.1032 | 38.72 | |
| 0.9024 | 431.56 | |
| -0.0141 | -1.49 |
Estimation Period:
Jun 30, 1998 to Apr 10, 2026
Jun 30, 1998 to Apr 10, 2026
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