US Dollar to 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 Friday, May 29th, 2026
1 Day
12.80%
increased by 0.94%
1 Week
12.82%
increased by 0.96%
1 Month
12.90%
increased by 1.04%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.95 | |
| 0.0924 | 26.28 | |
| 0.9258 | 496.95 | |
| -0.0364 | -7.02 |
Estimation Period:
Jan 5, 1996 to May 22, 2026
Jan 5, 1996 to May 22, 2026
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