V-Lab: US Dollar to Russian Ruble GARCH Volatility Analysis

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V-Lab

US Dollar to Russian Ruble GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:13.80% (-0.25%)

Analysis last updated: Wednesday, October 22, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	16.45
$α$	0.0767	33.69
$β$	0.9233	442.20

Estimation Period:
Jan 5, 1996 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts