US DOLLAR TO RUSSIAN RUBLE GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 8.65% (+0.78)
  • 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): 32.01 руб Return: 0.79% 1 Week Pred: 8.67%
Avg Week Vol: 8.34% Avg Month Vol: 6.98% 1 Month Pred: 8.74%
Min Vol: 1.07% Max Vol: 340.05% 6 Months Pred: 9.18%
Avg Vol: 23.81% Vol of Vol: 76.51% 1 Year Pred: 9.69%

Documentation