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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 Monday, June 15th, 2026

1 Day

11.88%

decreased by 0.44%

1 Week

11.93%

decreased by 0.39%

1 Month

12.13%

decreased by 0.19%

Analysis last updated: Sunday, June 14, 2026 at 01:34 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