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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 18th, 2026

1 Day

10.95%

increased by 0.74%

1 Week

11.01%

increased by 0.80%

1 Month

11.22%

increased by 1.01%

Analysis last updated: Friday, May 15, 2026 at 07:02 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

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