Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:9.74% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 16.71 | |
| 0.0922 | 21.29 | |
| 0.9254 | 453.62 | |
| -0.0352 | -6.10 |
Estimation Period:
Jan 1, 2000 to Nov 21, 2025
Jan 1, 2000 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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