V-Lab
V-Lab
US Dollar to Russian Ruble GARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:13.33% (-0.45%)

Analysis last updated: Friday, November 1, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble GARCH
paramt-stat
ω0.001116.57
α0.078932.90
β0.9211415.85
Estimation Period:
Jan 5, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts