Russian Ruble MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
16.35%
increased by 3.70%
1 Week
18.77%
increased by 6.12%
1 Month
32.45%
increased by 19.80%
Analysis last updated: Friday, May 15, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0018 | 17,550.00 | |
| 0.7482 | 7,482,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0233 | 0.48 | |
| 0.9977 | 20.38 | |
| 0.0023 | 0.04 |
Estimation Period:
Jul 12, 1993 to May 15, 2026
Jul 12, 1993 to May 15, 2026
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