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, March 30th, 2026
1 Day
0.00%
decreased by 31.24%
Analysis last updated: Sunday, March 29, 2026 at 02:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 100.00 | |
| 0.7500 | 7,499,900.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0006 | 0.11 | |
| 0.0462 | 187.96 | |
| 0.9538 | 1,903.71 |
Estimation Period:
Jul 12, 1993 to Mar 27, 2026
Jul 12, 1993 to Mar 27, 2026
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