US Dollar to Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.32% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 22.06 | |
| 0.2169 | 45.31 | |
| 0.9890 | 1,876.62 | |
| 0.0326 | 8.94 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies