V-Lab: Indonesian Rupiah GARCH Volatility Analysis

V-Lab

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V-Lab

Indonesian Rupiah GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:4.80% (+0.66%)

Analysis last updated: Tuesday, October 3, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	14.69
$α$	0.0950	33.66
$β$	0.9050	389.08

Estimation Period:
Jun 30, 1998 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts