Indonesia is one of the developing countries which their economy system is still very dependent with other developed countries. This reliance often becomes one of the causes that occurrence of economic turmoil sectors that are interfere financial system stability in Indonesia. Therefore, to forecaste financial system stability indicators, primarily macroeconomic variables, become important to do in order to provide an accurate index value. Then, Forecasting indicators of stability of the financial system in Indonesia using Vector Error Correction models (VECM) approach with financial system stability indicators used are banking stability index, Jakarta Stock Exchange Composite Index, inflation, and exchange rate. Forecasting using the VECM method produces two models i.e. deterministic model using the intercept and the model without intercept. The best model used to forecaste ISP, JCI, inflation rate, and exchange rate accordimg to RMSE value and deterministic models i.e. sMAPE using intercept. Forecasting model using variable best ISP, JCI,  Inflation Rate and Exhange Rate each capable of use for 12 periods, 12 periods, a period, and 12 periods forward.