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 Tuesday, July 7th, 2026
1 Day
-0.00%
decreased by 3.18%
1 Week
0.80%
decreased by 2.38%
1 Month
5.88%
increased by 2.70%
Analysis last updated: Monday, July 6, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0056 | 21.48 | |
| 1.0000 | 78.70 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 19, 1990 to Jul 3, 2026
Nov 19, 1990 to Jul 3, 2026
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