V-Lab
V-Lab
US Dollar to Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:5.78% (-0.23%)

Analysis last updated: Sunday, May 5, 2024 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indonesian Rupiah GJR-GARCH
paramt-stat
ω0.00059.96
α0.089618.61
β0.9212463.40
γ-0.0216-2.93
Estimation Period:
Nov 19, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts