V-Lab
V-Lab
Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:5.26% (-0.23%)

Analysis last updated: Sunday, April 28, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah GARCH
paramt-stat
ω0.001714.78
α0.094234.14
β0.9058396.23
Estimation Period:
Jun 30, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts