Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:12.77% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 19.71 | |
| 0.0760 | 34.09 | |
| 0.9240 | 419.44 |
Estimation Period:
Jan 1, 2000 to Dec 19, 2025
Jan 1, 2000 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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