Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:13.49% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 16.67 | |
| 0.0918 | 21.20 | |
| 0.9256 | 452.60 | |
| -0.0348 | -6.04 |
Estimation Period:
Jan 1, 2000 to Oct 18, 2025
Jan 1, 2000 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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