V-Lab
V-Lab
US Dollar to Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:6.43% (+0.84%)

Analysis last updated: Thursday, April 25, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Russian Ruble GJR-GARCH
paramt-stat
ω0.00098.34
α0.092925.35
β0.9254468.07
γ-0.0366-6.79
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts