US Dollar to Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.50% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 21.97 | |
| 0.2167 | 45.28 | |
| 0.9890 | 1,876.57 | |
| 0.0326 | 8.94 |
Estimation Period:
Jan 5, 1996 to Feb 20, 2026
Jan 5, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies