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V-Lab

Indonesian Rupiah GJR-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, June 15th, 2026

1 Day

6.51%

decreased by 0.28%

1 Week

6.57%

decreased by 0.22%

1 Month

6.81%

increased by 0.02%

Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC

Date Range:

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graph of Indonesian Rupiah GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time