V-Lab: Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:28.45% (-1.87%)

Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	37.3408	9.48
$α$	0.0605	136.77
$β$	0.9990	9,990.00
$ν$	2.0144	23,153.79

Estimation Period:
Jun 30, 1998 to Apr 18, 2025