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V-Lab

Mark Dynamics Indo 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 Friday, May 22nd, 2026

1 Day

34.81%

decreased by 0.29%

1 Week

35.57%

increased by 0.47%

1 Month

38.43%

increased by 3.33%

Analysis last updated: Saturday, May 23, 2026 at 04:26 AM UTC

Date Range:

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6M ·

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graph of Mark Dynamics Indo GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time