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V-Lab

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of US Dollar to Indonesian Rupiah GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time