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

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Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:16.68% (+1.29%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.6432	9.43
$α$	0.0607	137.86
$β$	0.9990	9,891.09
$ν$	2.0293	11,273.86

Estimation Period:
Jun 30, 1998 to Nov 7, 2025