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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1753	1.17
αARCH	0.1382	7.73***
βGARCH	0.8450	52.09***

γ₁	0.0006	0.00
γ₂	-0.1620	-0.71
γ₃	0.3228	2.93***
γ₄	-0.2254	-3.53***
γ₅	0.0119	0.30
γ₆	0.1575	4.53***
γ₇	-0.1998	-5.35***
γ₈	0.1441	2.79***
γ₉	-0.0437	-0.70
γ₁₀	-0.0607	-0.82

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1753	1.17
α ARCH Response to squared shocks	0.1382	7.73***
β GARCH Volatility persistence	0.8450	52.09***

γ₁	0.0006	0.00
γ₂	-0.1620	-0.71
γ₃	0.3228	2.93***
γ₄	-0.2254	-3.53***
γ₅	0.0119	0.30
γ₆	0.1575	4.53***
γ₇	-0.1998	-5.35***
γ₈	0.1441	2.79***
γ₉	-0.0437	-0.70
γ₁₀	-0.0607	-0.82

V-Lab

US Dollar to Russian Ruble Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Russian Ruble Analyses