US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
25.17%
decreased by 1.89%
1 Week
25.18%
decreased by 1.88%
1 Month
25.24%
decreased by 1.82%
Analysis last updated: Sunday, June 21, 2026 at 03:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6444 | 13.10 | |
| 0.0561 | 145.21 | |
| 0.9987 | 10,855.51 | |
| 2.1270 | 3,692.74 |
Estimation Period:
Jan 5, 1996 to Jun 19, 2026
Jan 5, 1996 to Jun 19, 2026
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