V-Lab
V-Lab
US Dollar to Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:5.53% (-0.19%)

Analysis last updated: Friday, May 17, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indonesian Rupiah GJR-GARCH
paramt-stat
ω0.00059.94
α0.089518.61
β0.9213463.43
γ-0.0217-2.94
Estimation Period:
Nov 19, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts