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, November 17th, 2025:15.69% (+0.43%)

Analysis last updated: Friday, November 14, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.6488	9.42
$α$	0.0606	137.83
$β$	0.9990	9,891.09
$ν$	2.0310	10,578.33

Estimation Period:
Jun 30, 1998 to Nov 14, 2025