V-Lab
V-Lab
Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:8.06% (-0.39%)

Analysis last updated: Sunday, March 26, 2023, 01:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah GARCH
paramt-stat
ω0.001814.94
α0.095433.41
β0.9046386.10
Estimation Period:
Jun 30, 1998 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts