V-Lab: Indonesian Rupiah GJR-GARCH Volatility Analysis

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Indonesian Rupiah GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:3.87% (-0.13%)

Analysis last updated: Friday, October 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	14.09
$α$	0.0995	20.26
$β$	0.9093	423.74
$γ$	-0.0177	-2.39

Estimation Period:
Jun 30, 1998 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts