Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
2.88%
decreased by 0.13%
1 Week
3.12%
increased by 0.11%
1 Month
3.72%
increased by 0.71%
Analysis last updated: Sunday, April 5, 2026 at 01:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1829 | 28.94 | |
| 0.7667 | 84.69 | |
| -0.0564 | -7.02 | |
| 0.0002 | 6.20 | |
| 0.0334 | 7.03 | |
| 0.9666 | 191.93 |
Estimation Period:
Nov 19, 1990 to Apr 3, 2026
Nov 19, 1990 to Apr 3, 2026
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