Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.48% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.40 | |
| 0.1760 | 41.93 | |
| 0.9878 | 1,665.76 | |
| 0.0349 | 9.11 |
Estimation Period:
Jan 1, 2000 to Feb 20, 2026
Jan 1, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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