V-Lab: Russian Ruble MF2-GARCH Volatility Analysis

V-Lab

Russian Ruble MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:0.00% (-10.02%)

Analysis last updated: Monday, July 7, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0000	100.00
$β$	0.7500	7,499,900.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0000	0.00
$λ_{2}$	1.0000	33.62
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 12, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts