Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indonesian Rupiah MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time