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 Wednesday, January 15th, 2025:30.39% (-1.80%)

Analysis last updated: Tuesday, January 14, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	32.8856	9.45
$α$	0.0610	136.69
$β$	0.9990	9990.00
$ν$	2	20366.98

Estimation Period:
Jun 30, 1998 to Jan 10, 2025