Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:15.26% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.28 | |
| 0.1759 | 41.64 | |
| 0.9878 | 1,660.24 | |
| 0.0353 | 9.15 |
Estimation Period:
Jan 1, 2000 to Oct 24, 2025
Jan 1, 2000 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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