V-Lab: Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:4.00% (-0.13%)

Analysis last updated: Friday, October 17, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6120	4.31
$α$	0.1101	8.28
$β$	0.8754	63.02
$γ_{1}$	0.0106	1.30
$γ_{2}$	-0.0115	-1.00
$γ_{3}$	0.0118	1.19
$γ_{4}$	-0.0161	-2.34

Estimation Period:
Jun 30, 1998 to Oct 17, 2025

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Volatility Forecasts