V-Lab: Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

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V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:37.37% (+2.61%)

Analysis last updated: Tuesday, February 4, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	33.9990	9.46
$α$	0.0608	136.68
$β$	0.9990	9990.00
$ν$	2	20998.50

Estimation Period:
Jun 30, 1998 to Jan 31, 2025