V-Lab
V-Lab
US Dollar to Russian Ruble EGARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:11.43% (-0.92%)

Analysis last updated: Sunday, November 3, 2024 at 01:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble EGARCH
paramt-stat
ω0.017319.45
α0.222244.06
β0.98801767.36
γ0.03178.51
Estimation Period:
Jan 5, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts