Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:4.31% (-0.04%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.1833 | 28.76 | |
0.7690 | 86.14 | |
-0.0590 | -7.29 | |
0.0002 | 6.28 | |
0.0326 | 7.08 | |
0.9674 | 197.75 |
Estimation Period:
Nov 19, 1990 to Oct 10, 2025
Nov 19, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Indonesian Rupiah Analyses
Other MF2-GARCH Analyses on Currencies