V-Lab
V-Lab
US Dollar to Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:13.55% (-0.42%)

Analysis last updated: Friday, November 1, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble GJR-GARCH
paramt-stat
ω0.00108.96
α0.094225.35
β0.9237460.45
γ-0.0357-6.47
Estimation Period:
Jan 5, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts