Skip to main content
V-Lab

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 Monday, June 22nd, 2026

1 Day

9.82%

decreased by 0.37%

1 Week

9.84%

decreased by 0.35%

1 Month

9.94%

decreased by 0.25%

Analysis last updated: Sunday, June 21, 2026 at 02:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time