V-Lab: Indonesian Rupiah APARCH Volatility Analysis

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V-Lab

Indonesian Rupiah APARCH Volatility Analysis

Volatility Prediction for Thursday, October 16th, 2025:4.05% (-0.12%)

Analysis last updated: Wednesday, October 15, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	14.14
$α$	0.0835	31.23
$β$	0.9079	371.64
$γ$	-0.0410	-2.45
$δ$	2.2440	36.14

Estimation Period:
Jun 30, 1998 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts