Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:0.52% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0062 | 19.12 | |
| 1.0000 | 238.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 19, 1990 to Mar 14, 2026
Nov 19, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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