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 Monday, May 25th, 2026
1 Day
4.25%
decreased by 0.16%
1 Week
4.29%
decreased by 0.12%
1 Month
4.41%
increased by 0.00%
Analysis last updated: Sunday, May 24, 2026 at 01:34 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 | |
| 0.0886 | 19.02 | |
| 0.9222 | 476.60 | |
| -0.0217 | -3.06 |
Estimation Period:
Nov 19, 1990 to May 22, 2026
Nov 19, 1990 to May 22, 2026
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