US Dollar to Russian Ruble GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:12.51% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.88 | |
| 0.0920 | 25.97 | |
| 0.9258 | 491.65 | |
| -0.0357 | -6.79 |
Estimation Period:
Jan 5, 1996 to Dec 19, 2025
Jan 5, 1996 to Dec 19, 2025
News Impact Curve
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