V-Lab: Indonesian Rupiah EGARCH Volatility Analysis

V-Lab

Indonesian Rupiah EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:3.92% (-0.04%)

Analysis last updated: Monday, July 14, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0107	4.85
$α$	0.2297	35.21
$β$	0.9838	837.96
$γ$	0.0176	2.86

Estimation Period:
Jun 30, 1998 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts