V-Lab
V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:4.78% (+0.84%)

Analysis last updated: Tuesday, October 3, 2023 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω2.40883.41
α0.11927.79
β0.861950.90
γ1-0.1291-1.58
γ20.21821.67
γ3-0.1225-1.02
γ40.05860.63
γ5-0.0945-1.31
γ60.20752.81
γ7-0.2862-4.17
γ80.32104.21
γ9-0.3288-3.73
γ100.21552.90
Estimation Period:
Jun 30, 1998 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts