V-Lab
V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:6.87% (-0.47%)

Analysis last updated: Sunday, January 29, 2023, 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω2.45643.41
α0.12347.86
β0.858751.48
γ1-0.1362-1.61
γ20.22761.76
γ3-0.1272-1.19
γ40.08051.02
γ5-0.1617-1.93
γ60.30753.41
γ7-0.3726-4.25
γ80.35672.99
γ9-0.2937-2.05
γ100.15281.48
Estimation Period:
Jun 30, 1998 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts