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V-Lab

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

Date Range:

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to

6M ·

1Y ·

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graph of US Dollar to Russian Ruble GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time