V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

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Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:3.02% (+0.09%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1839	28.88
$β$	0.7673	85.18
$γ$	-0.0579	-7.15
$λ_{1}$	0.0003	6.25
$λ_{2}$	0.0333	7.02
$λ_{3}$	0.9667	192.26

Estimation Period:
Nov 19, 1990 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts