Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:14.55% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 19.75 | |
| 0.0756 | 34.23 | |
| 0.9244 | 423.44 |
Estimation Period:
Jan 1, 2000 to Mar 14, 2026
Jan 1, 2000 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
Other Russian Ruble Analyses
Other GARCH Analyses on Currencies