V-Lab: Indonesian Rupiah Spline-GARCH Volatility Analysis

V-Lab

Indonesian Rupiah Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:4.92% (-0.18%)

Analysis last updated: Sunday, July 6, 2025 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4208	4.89
$α$	0.1092	8.28
$β$	0.8771	63.39
$γ_{1}$	0.0046	6.65

Estimation Period:
Jun 30, 1998 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts