RUSSIAN RUBLE EGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 27: 7.47% (-0.54)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (RUB): 31.38 руб Return: -0.02% 1 Week Pred: 7.52%
Avg Week Vol: 7.87% Avg Month Vol: 8.76% 1 Month Pred: 7.7%
Min Vol: 0.83% Max Vol: 25.3% 6 Months Pred: 8.51%
Avg Vol: 7.11% Vol of Vol: 8.46% 1 Year Pred: 8.93%

Documentation