Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.08% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0829 | 3.19 | |
| 0.9339 | 20.46 | |
| -0.0829 | -3.09 | |
| 0.2687 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.6571 | 0.00 |
Estimation Period:
Nov 19, 1990 to Feb 6, 2026
Nov 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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