V-Lab: Indonesian Rupiah GJR-GARCH Volatility Analysis

Skip to main content

V-Lab

Indonesian Rupiah GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:4.42% (-0.05%)

Analysis last updated: Monday, October 13, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	14.11
$α$	0.0994	20.26
$β$	0.9094	423.97
$γ$	-0.0176	-2.39

Estimation Period:
Jun 30, 1998 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts