V-Lab
Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
13.03%
increased by 0.96%
1 Week
13.17%
increased by 1.10%
1 Month
13.70%
increased by 1.63%
Analysis last updated: Tuesday, August 18, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 1998 to Aug 14, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.07 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.8857 | 9.33*** |
α ARCH Response to squared shocks | 0.0602 | 138.03*** |
β GARCH Volatility persistence | 0.9990 | 9,794.12*** |
ν DF Student-t tail thickness | 2.0710 | 4,531.75*** |
Persistence:
0.999
Half-life:
693 days
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