Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:12.79% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 16.78 | |
| 0.0918 | 21.33 | |
| 0.9257 | 456.45 | |
| -0.0350 | -6.11 |
Estimation Period:
Jan 1, 2000 to Jan 2, 2026
Jan 1, 2000 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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