V-Lab: Russian Ruble GJR-GARCH Volatility Analysis

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V-Lab

Russian Ruble GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:9.79% (-0.27%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	16.64
$α$	0.0919	21.25
$β$	0.9256	454.17
$γ$	-0.0350	-6.09

Estimation Period:
Jan 1, 2000 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts