V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:0.27% (-2.54%)

Analysis last updated: Friday, July 11, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.8313	8,313,260.00
$β$	0.0073	72,770.00
$γ$	0.3228	3,227,960.00
$λ_{1}$	0.0043	43,100.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9903	9,903,010.00

Estimation Period:
Nov 19, 1990 to Jul 11, 2025

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