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 Wednesday, December 3rd, 2025:19.27% (+1.01%)

Analysis last updated: Tuesday, December 2, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.9544	9.42
$α$	0.0607	137.62
$β$	0.9990	9,891.09
$ν$	2.0325	10,112.01

Estimation Period:
Jun 30, 1998 to Nov 28, 2025