Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.28% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.39 | |
| 0.1761 | 41.95 | |
| 0.9878 | 1,662.93 | |
| 0.0349 | 9.10 |
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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