Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:11.15% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 14.28 | |
| 0.1763 | 41.97 | |
| 0.9877 | 1,660.05 | |
| 0.0349 | 9.10 |
Estimation Period:
Jan 1, 2000 to Mar 6, 2026
Jan 1, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Russian Ruble Analyses
Other EGARCH Analyses on Currencies