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

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V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:56.68% (+2.78%)

Analysis last updated: Friday, December 1, 2023 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	61.3621	9.45
$α$	0.0621	135.05
$β$	0.9990	9891.09
$ν$	2	36525.15

Estimation Period:
Jun 30, 1998 to Dec 1, 2023