V-Lab: Russian Ruble EGARCH Volatility Analysis

V-Lab

Russian Ruble EGARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:12.43% (+0.13%)

Analysis last updated: Friday, September 19, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0121	14.03
$α$	0.1746	41.39
$β$	0.9879	1,657.61
$γ$	0.0365	9.50

Estimation Period:
Jan 1, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts