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 Monday, May 25th, 2026
1 Day
0.95%
decreased by 10.30%
1 Week
0.95%
decreased by 10.30%
1 Month
0.91%
decreased by 10.34%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.7427 | 7,427,230.00 | |
| 0.0073 | 72,770.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0171 | 170,640.00 | |
| 0.0000 | 100.00 | |
| 0.9903 | 9,903,010.00 |
Estimation Period:
Jul 12, 1993 to May 22, 2026
Jul 12, 1993 to May 22, 2026
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