V-Lab
V-Lab
Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:9.20% (-0.29%)

Analysis last updated: Friday, January 27, 2023, 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah EGARCH
paramt-stat
ω0.01386.23
α0.238635.56
β0.9834816.06
γ0.01732.73
Estimation Period:
Jun 30, 1998 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts