US Dollar to Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.37% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.84 | |
| 0.0917 | 25.99 | |
| 0.9260 | 494.12 | |
| -0.0353 | -6.74 |
Estimation Period:
Jan 5, 1996 to Feb 20, 2026
Jan 5, 1996 to Feb 20, 2026
News Impact Curve
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