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 Friday, October 24th, 2025:17.04% (+0.36%)

Analysis last updated: Thursday, October 23, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.9950	9.45
$α$	0.0604	137.53
$β$	0.9990	9,990.00
$ν$	2.0272	12,139.20

Estimation Period:
Jun 30, 1998 to Oct 18, 2025