Russian Ruble MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.00% (-10.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 100.00 | |
| 0.7500 | 7,499,900.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0007 | 0.43 | |
| 0.0468 | 477.48 | |
| 0.9532 | 7,276.40 |
Estimation Period:
Jul 12, 1993 to Jan 30, 2026
Jul 12, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Russian Ruble Analyses
Other MF2-GARCH Analyses on Currencies