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V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 25th, 2026

1 Day

2.64%

decreased by 1.02%

1 Week

58.96%

increased by 55.30%

1 Month

131,557,029.46%

increased by 131,557,025.80%

Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC

Date Range:

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graph of Indonesian Rupiah MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time