V-Lab: Russian Ruble MF2-GARCH Volatility Analysis

V-Lab

Russian Ruble MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:0.00% (-5.58%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	100.00
$β$	0.7500	7,499,900.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0007	0.16
$λ_{2}$	0.0514	205.60
$λ_{3}$	0.9486	806.63

Estimation Period:
Jul 12, 1993 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts