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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, May 25th, 2026

1 Day

11.47%

decreased by 0.42%

1 Week

11.52%

decreased by 0.37%

1 Month

11.72%

decreased by 0.17%

Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC

Date Range:

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graph of Russian Ruble GJR-GARCH

News Impact Curve

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Volatility Forecast

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