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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 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

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