V-Lab
V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:6.17% (-0.36%)

Analysis last updated: Sunday, April 21, 2024 at 02:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah SGARCH
paramt-stat
ω2.61913.56
α0.11928.36
β0.862358.24
γ1-0.0848-1.31
γ20.14421.39
γ3-0.0524-0.47
γ4-0.0743-0.62
γ50.17462.01
γ6-0.2081-3.15
γ70.22623.18
γ8-0.2521-2.82
γ90.24272.08
Estimation Period:
Jun 30, 1998 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts