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 Monday, December 15th, 2025:15.40% (+1.35%)

Analysis last updated: Friday, December 12, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.2386	9.42
$α$	0.0606	138.02
$β$	0.9990	9,891.09
$ν$	2.0337	9,730.71

Estimation Period:
Jun 30, 1998 to Dec 12, 2025