Russian Ruble EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.91%
increased by 0.18%
1 Week
13.13%
increased by 0.40%
1 Month
14.02%
increased by 1.29%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.48 | |
| 0.1759 | 42.27 | |
| 0.9878 | 1,677.01 | |
| 0.0359 | 9.52 |
Estimation Period:
Jan 1, 2000 to Jun 5, 2026
Jan 1, 2000 to Jun 5, 2026
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