Russian Ruble AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:13.32% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.90 | |
| 0.0808 | 39.09 | |
| 0.9210 | 464.21 | |
| -0.1109 | -10.25 |
Estimation Period:
Jan 1, 2000 to Jan 2, 2026
Jan 1, 2000 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other Russian Ruble Analyses
Other AGARCH Analyses on Currencies