Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.78% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9403 | 4.10 | |
| 0.1024 | 9.51 | |
| 0.8741 | 75.92 | |
| -0.1159 | -1.19 | |
| 0.2497 | 1.72 | |
| -0.1679 | -2.42 | |
| -0.0437 | -1.07 | |
| 0.1973 | 5.08 | |
| -0.2117 | -4.61 | |
| 0.1262 | 2.17 | |
| -0.0182 | -0.32 | |
| -0.0366 | -1.04 |
Estimation Period:
Jan 1, 2000 to Feb 13, 2026
Jan 1, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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