Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.48%
increased by 0.23%
1 Week
13.80%
increased by 0.55%
1 Month
14.84%
increased by 1.59%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9538 | 4.22 | |
| 0.1026 | 9.54 | |
| 0.8735 | 75.30 | |
| -0.1079 | -1.14 | |
| 0.2395 | 1.69 | |
| -0.1707 | -2.49 | |
| -0.0292 | -0.75 | |
| 0.1811 | 5.19 | |
| -0.2066 | -5.22 | |
| 0.1388 | 2.66 | |
| -0.0413 | -0.76 | |
| -0.0195 | -0.57 |
Estimation Period:
Jan 1, 2000 to Jun 5, 2026
Jan 1, 2000 to Jun 5, 2026
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