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V-Lab

Russian Ruble 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 Wednesday, June 17th, 2026

1 Day

11.23%

decreased by 0.30%

1 Week

11.28%

decreased by 0.25%

1 Month

11.49%

decreased by 0.04%

Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC

Date Range:

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graph of Russian Ruble GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time