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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 Thursday, April 23rd, 2026

1 Day

14.44%

decreased by 0.50%

1 Week

14.48%

decreased by 0.46%

1 Month

14.64%

decreased by 0.30%

Analysis last updated: Wednesday, April 22, 2026 at 07:09 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