V-Lab: Indonesian Rupiah APARCH Volatility Analysis

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V-Lab

Indonesian Rupiah APARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:4.18% (-0.08%)

Analysis last updated: Thursday, December 4, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	14.13
$α$	0.0840	31.20
$β$	0.9069	368.98
$γ$	-0.0390	-2.34
$δ$	2.2551	36.07

Estimation Period:
Jun 30, 1998 to Nov 28, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts