V-Lab: Indonesian Rupiah EGARCH Volatility Analysis

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V-Lab

Indonesian Rupiah EGARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:4.44% (-0.29%)

Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0104	4.72
$α$	0.2292	35.24
$β$	0.9838	838.71
$γ$	0.0175	2.85

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

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Volatility Forecasts

Volatility Forecasts