V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

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Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:0.32% (-1.50%)

Analysis last updated: Tuesday, November 25, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0031	30,960.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.8319	8,319,230.00

Estimation Period:
Nov 19, 1990 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts