V-Lab
V-Lab
Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:5.45% (+0.85%)

Analysis last updated: Tuesday, October 3, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah EGARCH
paramt-stat
ω0.01295.75
α0.238135.63
β0.9833805.35
γ0.01632.59
Estimation Period:
Jun 30, 1998 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts