V-Lab: Russian Ruble GJR-GARCH Volatility Analysis

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V-Lab

Russian Ruble GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:8.25% (+0.01%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	16.37
$α$	0.0920	21.29
$β$	0.9261	456.87
$γ$	-0.0361	-6.33

Estimation Period:
Jan 1, 2000 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts