Skip to main content
V-Lab
V-Lab
Indonesian Rupiah AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:3.44% (+0.04%)
Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah AGARCH
paramt-stat
ω0.001611.97
α0.104438.72
β0.9016429.32
γ-0.0170-1.79
Estimation Period:
Jun 30, 1998 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts