V-Lab
V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:5.18% (-0.23%)

Analysis last updated: Monday, January 13, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω2.07333.08
α0.11458.07
β0.863656.70
γ1-0.0989-1.61
γ20.15841.72
γ3-0.0599-0.64
γ4-0.0520-0.50
γ50.14041.77
γ6-0.1616-2.55
γ70.15662.51
γ8-0.1565-3.21
γ90.10022.48
Estimation Period:
Jun 30, 1998 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts