V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

V-Lab

Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:5.33% (-0.22%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1386	30.01
$β$	0.8455	192.07
$γ$	-0.0437	-7.22
$λ_{1}$	0.0078	7.88
$λ_{2}$	1.0000	45.87
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 19, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts