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V-Lab
V-Lab
Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:15.58% (-0.29%)
Analysis last updated: Sunday, October 19, 2025 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble GARCH
paramt-stat
ω0.002419.71
α0.076033.89
β0.9240416.77
Estimation Period:
Jan 1, 2000 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts