V-Lab: Russian Ruble GJR-GARCH Volatility Analysis

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V-Lab

Russian Ruble GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:13.49% (-0.49%)

Analysis last updated: Thursday, October 23, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	16.67
$α$	0.0918	21.20
$β$	0.9256	452.60
$γ$	-0.0348	-6.04

Estimation Period:
Jan 1, 2000 to Oct 18, 2025

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Volatility Forecasts

Volatility Forecasts