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V-Lab
V-Lab
Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:3.89% (-0.14%)
Analysis last updated: Sunday, December 7, 2025 at 01:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah GARCH
paramt-stat
ω0.001714.92
α0.093035.25
β0.9070408.91
Estimation Period:
Jun 30, 1998 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts