US Dollar to Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.62% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.85 | |
| 0.0917 | 25.98 | |
| 0.9260 | 493.84 | |
| -0.0353 | -6.73 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
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