Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:10.44% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 19.76 | |
| 0.0757 | 34.18 | |
| 0.9243 | 421.85 |
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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