Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:44.80% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0936 | 1.63 | |
| 0.8628 | 3.73 | |
| -0.0936 | -1.62 | |
| 0.2320 | 0.04 | |
| 0.6276 | 0.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 19, 1990 to Feb 20, 2026
Nov 19, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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