V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

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Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:3.79% (-0.16%)

Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1833	28.76
$β$	0.7690	86.14
$γ$	-0.0590	-7.29
$λ_{1}$	0.0002	6.28
$λ_{2}$	0.0326	7.08
$λ_{3}$	0.9674	197.75

Estimation Period:
Nov 19, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts