V-Lab
V-Lab
US Dollar to Russian Ruble MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:13.32% (-0.40%)

Analysis last updated: Sunday, November 3, 2024 at 01:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble MF2-GARCH
paramt-stat
m21
α0.072525.26
β0.9418624.11
γ-0.0286-7.87
λ110.00000.82
λ20.21570.82
λ30.00000.00
Estimation Period:
Jan 5, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts