US Dollar to Indonesian Rupiah MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.12%
decreased by 0.68%
1 Week
6.02%
decreased by 0.78%
1 Month
5.96%
decreased by 0.84%
Analysis last updated: Sunday, June 14, 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 | ||
| 0.1827 | 29.06 | |
| 0.7671 | 84.83 | |
| -0.0567 | -7.06 | |
| 0.0002 | 6.22 | |
| 0.0334 | 7.03 | |
| 0.9666 | 192.01 |
Estimation Period:
Nov 19, 1990 to Jun 12, 2026
Nov 19, 1990 to Jun 12, 2026
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