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V-Lab
Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:3.51% (+0.09%)
Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah EGARCH
paramt-stat
ω0.01034.65
α0.230135.56
β0.9838833.05
γ0.01692.76
Estimation Period:
Jun 30, 1998 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts