Russian Ruble AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.08% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.99 | |
| 0.0807 | 39.19 | |
| 0.9213 | 466.69 | |
| -0.1091 | -10.12 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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