Indonesian Rupiah MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
2.64%
decreased by 1.02%
1 Week
58.96%
increased by 55.30%
1 Month
131,557,029.46%
increased by 131,557,025.80%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0886 | 886,350.00 | |
| -0.1772 | -1,772,490.00 | |
| 0.0019 | 2.40 | |
| 0.0144 | 410.00 | |
| 0.9857 | 7,194.53 |
Estimation Period:
Nov 19, 1990 to May 22, 2026
Nov 19, 1990 to May 22, 2026
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