V-Lab: Indonesian Rupiah EGARCH Volatility Analysis

V-Lab

Indonesian Rupiah EGARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:5.30% (-0.31%)

Analysis last updated: Monday, September 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0105	4.78
$α$	0.2294	35.28
$β$	0.9838	840.85
$γ$	0.0176	2.88

Estimation Period:
Jun 30, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts