V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:8.30% (+7.19%)

Analysis last updated: Thursday, May 2, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.6882	6882260.00
$β$	0.0618	617740.00
$γ$	0.5000	5000000.00
$λ_{1}$	7.2471	19.35
$λ_{2}$	0.2753	9.48
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 19, 1990 to Apr 26, 2024

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Volatility Forecasts