Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.87% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 14.49 | |
| 0.1762 | 41.99 | |
| 0.9878 | 1,665.80 | |
| 0.0349 | 9.11 |
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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