Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:3.38% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1837 | 28.89 | |
| 0.7672 | 84.99 | |
| -0.0578 | -7.14 | |
| 0.0003 | 6.25 | |
| 0.0334 | 7.01 | |
| 0.9666 | 191.56 |
Estimation Period:
Nov 19, 1990 to Jan 2, 2026
Nov 19, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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