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

V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:30.64% (+3.14%)

Analysis last updated: Friday, August 29, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.5098	9.45
$α$	0.0604	137.34
$β$	0.9990	9,990.00
$ν$	2.0254	12,983.33

Estimation Period:
Jun 30, 1998 to Aug 29, 2025