V-Lab: Indonesian Rupiah APARCH Volatility Analysis

V-Lab

Indonesian Rupiah APARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:4.74% (-0.15%)

Analysis last updated: Friday, June 20, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	14.09
$α$	0.0835	31.02
$β$	0.9078	369.64
$γ$	-0.0387	-2.30
$δ$	2.2469	36.03

Estimation Period:
Jun 30, 1998 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts