V-Lab
V-Lab
US Dollar to Russian Ruble AGARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:12.98% (-0.58%)

Analysis last updated: Sunday, November 3, 2024 at 01:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble AGARCH
paramt-stat
ω0.00043.25
α0.100738.57
β0.9145447.63
γ-0.0303-2.97
Estimation Period:
Jan 5, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts