Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:11.29% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 16.73 | |
| 0.0917 | 21.34 | |
| 0.9258 | 457.41 | |
| -0.0349 | -6.11 |
Estimation Period:
Jan 1, 2000 to Jan 16, 2026
Jan 1, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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