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

V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:39.88% (+2.54%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.8577	9.45
$α$	0.0606	137.05
$β$	0.9990	9,990.00
$ν$	2.0217	15,200.88

Estimation Period:
Jun 30, 1998 to May 9, 2025