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 Thursday, April 23rd, 2026
1 Day
21.69%
decreased by 2.74%
1 Week
11,100,967,417.30%
increased by 11,100,967,392.87%
1 Month
9,284,087,031,044,032,000,000,000,000,000,000,000,000,000,000.00%
increased by 9,284,087,031,044,032,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Wednesday, April 22, 2026 at 07:09 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 Apr 17, 2026
Jul 12, 1993 to Apr 17, 2026
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