Indonesian Rupiah GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, June 18th, 2026
1 Day
6.50%
decreased by 0.29%
1 Week
6.56%
decreased by 0.23%
1 Month
6.81%
increased by 0.02%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 14.88 | |
| 0.0922 | 35.44 | |
| 0.9078 | 413.78 |
Estimation Period:
Jun 30, 1998 to Jun 12, 2026
Jun 30, 1998 to Jun 12, 2026
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