Russian Ruble MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:1.66% (-15.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6843 | 6,843,430.00 | |
| 0.0686 | 685,570.00 | |
| 0.4942 | 4,942,000.00 | |
| 0.4633 | 4,632,600.00 | |
| 0.0900 | 900,110.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 12, 1993 to Dec 26, 2025
Jul 12, 1993 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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