US Dollar to Russian Ruble EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.37%
decreased by 0.48%
1 Week
13.67%
decreased by 0.18%
1 Month
14.88%
increased by 1.03%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 22.21 | |
| 0.2159 | 45.63 | |
| 0.9890 | 1,894.57 | |
| 0.0334 | 9.32 |
Estimation Period:
Jan 5, 1996 to Jun 12, 2026
Jan 5, 1996 to Jun 12, 2026
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