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 Tuesday, October 14th, 2025:25.10% (+0.53%)

Analysis last updated: Monday, October 13, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.2887	9.45
$α$	0.0603	137.27
$β$	0.9990	9,990.00
$ν$	2.0283	11,657.09

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