V-Lab: Russian Ruble MF2-GARCH Volatility Analysis

V-Lab

Russian Ruble MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:0.65% (-6.97%)

Analysis last updated: Sunday, June 1, 2025 at 01:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.7427	7,427,240.00
$β$	0.0073	72,760.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0178	178,180.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9903	9,903,010.00

Estimation Period:
Jul 12, 1993 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts