V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:7.59% (-0.30%)
Analysis last updated: Sunday, May 11, 2025 at 01:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah SGARCH
paramt-stat
ω2.62873.64
α0.11588.35
β0.866759.86
γ1-0.0799-1.36
γ20.14061.59
γ3-0.0676-0.74
γ4-0.0380-0.36
γ50.12741.55
γ6-0.1518-2.15
γ70.15772.11
γ8-0.2055-3.18
γ90.31122.74
Estimation Period:
Jun 30, 1998 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts