Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:12.95% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 14.38 | |
| 0.1765 | 41.94 | |
| 0.9878 | 1,660.13 | |
| 0.0352 | 9.18 |
Estimation Period:
Jan 1, 2000 to Dec 26, 2025
Jan 1, 2000 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Russian Ruble Analyses
Other EGARCH Analyses on Currencies