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Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:3.74% (+0.25%)
Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah EGARCH
paramt-stat
ω0.01034.66
α0.230335.62
β0.9838829.48
γ0.01732.82
Estimation Period:
Jun 30, 1998 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts