V-Lab
V-Lab
Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:13.29% (-0.51%)

Analysis last updated: Sunday, December 3, 2023 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble GARCH
paramt-stat
ω0.002318.31
α0.075632.15
β0.9244390.06
Estimation Period:
Jan 1, 2000 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts