V-Lab: Russian Ruble MF2-GARCH Volatility Analysis

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V-Lab

Russian Ruble MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:8.08% (-3.93%)

Analysis last updated: Sunday, December 7, 2025 at 02:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.0740	739,780.00
$γ$	-0.1479	-1,479,350.00
$λ_{1}$	0.0156	5.44
$λ_{2}$	0.0332	473.90
$λ_{3}$	0.9668	3,201.41

Estimation Period:
Jul 12, 1993 to Dec 5, 2025

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