V-Lab
V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:4.97% (+0.20%)

Analysis last updated: Tuesday, February 4, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω2.39733.40
α0.11568.33
β0.867460.68
γ1-0.0892-1.44
γ20.14861.57
γ3-0.0637-0.65
γ4-0.0430-0.39
γ50.13071.54
γ6-0.1516-2.18
γ70.14562.11
γ8-0.1487-2.86
γ90.09792.26
Estimation Period:
Jun 30, 1998 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts