V-Lab
V-Lab
Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:7.38% (-0.32%)
Analysis last updated: Wednesday, April 23, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah GARCH
paramt-stat
ω0.001715.01
α0.092234.67
β0.9078407.07
Estimation Period:
Jun 30, 1998 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts