Indonesian Rupiah APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
4.08%
increased by 0.06%
1 Week
4.16%
increased by 0.14%
1 Month
4.46%
increased by 0.44%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 0.0010 | 14.12 | |
| 0.0829 | 31.00 | |
| 0.9076 | 371.81 | |
| -0.0370 | -2.23 | |
| 2.2698 | 35.99 |
Estimation Period:
Jun 30, 1998 to Apr 10, 2026
Jun 30, 1998 to Apr 10, 2026
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