Russian Ruble AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.89% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 7.04 | |
| 0.0806 | 39.14 | |
| 0.9212 | 465.96 | |
| -0.1093 | -10.12 |
Estimation Period:
Jan 1, 2000 to Feb 13, 2026
Jan 1, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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