Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.19% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 19.80 | |
| 0.0758 | 34.19 | |
| 0.9242 | 421.64 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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