Russian Ruble EGARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
21.63%
decreased by 1.55%
1 Week
21.73%
decreased by 1.45%
1 Month
22.11%
decreased by 1.07%
Analysis last updated: Sunday, March 29, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 14.48 | |
| 0.1773 | 42.31 | |
| 0.9877 | 1,654.42 | |
| 0.0358 | 9.36 |
Estimation Period:
Jan 1, 2000 to Mar 27, 2026
Jan 1, 2000 to Mar 27, 2026
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