V-Lab: Indonesian Rupiah APARCH Volatility Analysis

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Indonesian Rupiah APARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:3.18% (-0.02%)

Analysis last updated: Friday, November 14, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	14.11
$α$	0.0835	31.14
$β$	0.9074	370.35
$γ$	-0.0403	-2.41
$δ$	2.2569	36.07

Estimation Period:
Jun 30, 1998 to Nov 14, 2025

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Volatility Forecasts