US Dollar to Russian Ruble MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 29th, 2026
1 Day
26.42%
increased by 10.86%
1 Week
31,309,439,598,945.24%
increased by 31,309,439,598,929.68%
1 Month
752,833,527,414,926,050,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 752,833,527,414,926,050,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1060 | 24.27 | |
| 1.0000 | 43.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1996 to May 22, 2026
Jan 5, 1996 to May 22, 2026
Other MF2-GARCH Analyses on Currencies