V-Lab
V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:5.76% (-0.38%)

Analysis last updated: Sunday, April 21, 2024 at 02:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω2.68673.56
α0.12038.42
β0.863458.89
γ1-0.0793-1.18
γ20.13471.26
γ3-0.0511-0.45
γ4-0.0641-0.52
γ50.15851.79
γ6-0.1895-2.82
γ70.20012.93
γ8-0.2058-2.62
γ90.13162.00
Estimation Period:
Jun 30, 1998 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts