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V-Lab

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

Date Range:

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graph of Indonesian Rupiah MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time