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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0011	16.70***
α ARCH Response to squared shocks	0.0762	34.48***
β GARCH Volatility persistence	0.9238	454.62***

V-Lab

US Dollar to Russian Ruble GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Russian Ruble Analyses