US Dollar to Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:13.81% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.81 | |
| 0.0922 | 25.86 | |
| 0.9257 | 488.22 | |
| -0.0358 | -6.77 |
Estimation Period:
Jan 5, 1996 to Oct 18, 2025
Jan 5, 1996 to Oct 18, 2025
News Impact Curve
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