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, April 27th, 2026
1 Day
-0.00%
decreased by 4.09%
1 Week
0.28%
decreased by 3.81%
1 Month
0.45%
decreased by 3.64%
Analysis last updated: Sunday, April 26, 2026 at 01:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.6365 | 6,364,560.00 | |
| 0.1135 | 1,135,440.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1205 | 11,205,060.00 | |
| 0.6856 | 6,855,940.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Nov 19, 1990 to Apr 24, 2026
Nov 19, 1990 to Apr 24, 2026
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