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 15th, 2026
1 Day
11.69%
decreased by 0.45%
1 Week
11.71%
decreased by 0.43%
1 Month
11.79%
decreased by 0.35%
Analysis last updated: Sunday, June 14, 2026 at 02:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.94 | |
| 0.0923 | 26.30 | |
| 0.9259 | 497.23 | |
| -0.0362 | -7.02 |
Estimation Period:
Jan 5, 1996 to Jun 12, 2026
Jan 5, 1996 to Jun 12, 2026
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