V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

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V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:0.23% (-0.85%)

Analysis last updated: Friday, September 22, 2023 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.6882	6882260.00
$β$	0.0618	617740.00
$γ$	0.5000	5000000.00
$λ_{1}$	7.2471	18.92
$λ_{2}$	0.2753	9.28
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 19, 1990 to Sep 22, 2023

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