Russian Ruble EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.61%
decreased by 0.42%
1 Week
14.82%
decreased by 0.21%
1 Month
15.63%
increased by 0.60%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.48 | |
| 0.1759 | 42.27 | |
| 0.9878 | 1,677.01 | |
| 0.0359 | 9.52 |
Estimation Period:
Jan 1, 2000 to Jun 5, 2026
Jan 1, 2000 to Jun 5, 2026
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