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

V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:19.95% (-1.50%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.3768	9.45
$α$	0.0605	137.21
$β$	0.9990	9,990.00
$ν$	2.0232	14,247.70

Estimation Period:
Jun 30, 1998 to Jul 25, 2025