Russian Ruble GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, April 23rd, 2026
1 Day
14.44%
decreased by 0.50%
1 Week
14.48%
decreased by 0.46%
1 Month
14.64%
decreased by 0.30%
Analysis last updated: Wednesday, April 22, 2026 at 07:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 16.81 | |
| 0.0928 | 21.48 | |
| 0.9253 | 457.15 | |
| -0.0362 | -6.33 |
Estimation Period:
Jan 1, 2000 to Apr 17, 2026
Jan 1, 2000 to Apr 17, 2026
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