V-Lab: Indonesian Rupiah EGARCH Volatility Analysis

V-Lab

Indonesian Rupiah EGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:5.76% (-0.21%)

Analysis last updated: Friday, June 20, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0108	4.90
$α$	0.2300	35.18
$β$	0.9838	835.82
$γ$	0.0172	2.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts