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 23rd, 2024:35.76% (-2.88%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	34.5052	9.46
$α$	0.0611	136.71
$β$	0.9990	9990.00
$ν$	2	20997.57

Estimation Period:
Jun 30, 1998 to Dec 20, 2024