V-Lab: Indonesian Rupiah MF2-GARCH Volatility Analysis

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Indonesian Rupiah MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:0.36% (-3.93%)

Analysis last updated: Wednesday, November 5, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.7701	7,701,400.00
$β$	0.0073	72,770.00
$γ$	0.4452	4,451,660.00
$λ_{1}$	0.0037	37,030.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9903	9,903,010.00

Estimation Period:
Nov 19, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts