US Dollar to 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, May 25th, 2026
1 Day
2.48%
decreased by 1.11%
1 Week
3.83%
increased by 0.24%
1 Month
8.76%
increased by 5.17%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0699 | 699,110.00 | |
| -0.1398 | -1,398,030.00 | |
| 0.0023 | 0.18 | |
| 0.0888 | 240.73 | |
| 0.9112 | 1,341.93 |
Estimation Period:
Nov 19, 1990 to May 22, 2026
Nov 19, 1990 to May 22, 2026
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