V-Lab: US Dollar to Russian Ruble MF2-GARCH Volatility Analysis

V-Lab

US Dollar to Russian Ruble MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:11.72% (+0.51%)

Analysis last updated: Friday, July 11, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1598	24.61
$β$	0.7581	114.95
$γ$	-0.0723	-8.27
$λ_{1}$	0.0128	7.07
$λ_{2}$	1.0000	65.92
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 5, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts