Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:12.45% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 16.82 | |
| 0.0914 | 21.35 | |
| 0.9258 | 458.55 | |
| -0.0344 | -6.01 |
Estimation Period:
Jan 1, 2000 to Mar 6, 2026
Jan 1, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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