V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:6.95% (+0.17%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1423	30.06
$β$	0.8320	178.73
$γ$	-0.0409	-6.78
$λ_{1}$	0.0074	1.30
$λ_{2}$	1.0000	1.20
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 19, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts