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V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:103.83% (-0.27%)
Analysis last updated: Friday, March 6, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah SGARCH
paramt-stat
ω1.52753.97
α0.11339.25
β0.884478.83
γ1-0.3026-1.91
γ20.41831.99
γ3-0.1563-0.97
γ40.02360.15
γ50.06970.56
γ6-0.0909-0.79
γ70.09070.66
γ8-0.0404-0.21
γ9-0.5547-2.03
γ102.31833.10
Estimation Period:
Jun 30, 1998 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts