Indonesian Rupiah APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.18%
decreased by 0.02%
1 Week
5.24%
increased by 0.04%
1 Month
5.46%
increased by 0.26%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 14.17 | |
| 0.0826 | 31.12 | |
| 0.9078 | 372.98 | |
| -0.0364 | -2.21 | |
| 2.2724 | 36.15 |
Estimation Period:
Jun 30, 1998 to Jun 5, 2026
Jun 30, 1998 to Jun 5, 2026
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