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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0097	1.09
αARCH	0.2264	8.74***
βGARCH	0.9844	212.65***
γleverage	0.0164	0.67

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0097	1.09
α ARCH Response to squared shocks	0.2264	8.74***
β GARCH Volatility persistence	0.9844	212.65***
γ leverage Additional response to negative shocks	0.0164	0.67

V-Lab

Indonesian Rupiah EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Indonesian Rupiah Analyses