V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:0.01% (-0.05%)

Analysis last updated: Monday, November 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.7587	7,587,280.00
$β$	0.0035	34,700.00
$γ$	0.4756	4,756,040.00
$λ_{1}$	0.0037	37,030.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9861	9,861,490.00

Estimation Period:
Nov 19, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts