V-Lab: Russian Ruble GARCH Volatility Analysis

V-Lab

Russian Ruble GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:9.59% (-0.05%)

Analysis last updated: Thursday, July 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	19.33
$α$	0.0759	33.47
$β$	0.9241	410.54

Estimation Period:
Jan 1, 2000 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts