V-Lab
V-Lab
US Dollar to Russian Ruble AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:6.25% (+0.30%)

Analysis last updated: Wednesday, April 24, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble AGARCH
paramt-stat
ω0.00042.97
α0.098737.79
β0.9159446.13
γ-0.0318-3.07
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts