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{name} Model Equation

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Param	Value	t-stat
ωconst	7.1308	2.33**
αARCH	0.0601	34.47***
βGARCH	0.9990	2,454.55***
νDF	2.0790	1,013.66***

Parameter	Value	t-statistic
ω const Unconditional variance weight	7.1308	2.33**
α ARCH Response to squared shocks	0.0601	34.47***
β GARCH Volatility persistence	0.9990	2,454.55***
ν DF Student-t tail thickness	2.0790	1,013.66***

V-Lab

Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Indonesian Rupiah Analyses