US Dollar to 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 Tuesday, July 7th, 2026
1 Day
4.45%
decreased by 0.17%
1 Week
4.48%
decreased by 0.14%
1 Month
4.60%
decreased by 0.02%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 10.08 | |
| 0.0887 | 19.06 | |
| 0.9223 | 477.36 | |
| -0.0220 | -3.12 |
Estimation Period:
Nov 19, 1990 to Jul 3, 2026
Nov 19, 1990 to Jul 3, 2026
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