Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.78% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 16.82 | |
| 0.0913 | 21.33 | |
| 0.9259 | 458.37 | |
| -0.0344 | -6.02 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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