US Dollar to Russian Ruble GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 22nd, 2026
1 Day
9.82%
decreased by 0.38%
1 Week
9.84%
decreased by 0.36%
1 Month
9.95%
decreased by 0.25%
Analysis last updated: Sunday, June 21, 2026 at 01:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 16.62 | |
| 0.0768 | 34.24 | |
| 0.9232 | 448.15 |
Estimation Period:
Jan 5, 1996 to Jun 19, 2026
Jan 5, 1996 to Jun 19, 2026
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