V-Lab
V-Lab
US Dollar to Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:10.18% (-0.34%)
Analysis last updated: Wednesday, September 17, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble GARCH
paramt-stat
ω0.001116.25
α0.076433.62
β0.9236443.16
Estimation Period:
Jan 5, 1996 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts