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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.78% (+1.03%)
Analysis last updated: Monday, February 16, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.94034.10
α0.10249.51
β0.874175.92
γ1-0.1159-1.19
γ20.24971.72
γ3-0.1679-2.42
γ4-0.0437-1.07
γ50.19735.08
γ6-0.2117-4.61
γ70.12622.17
γ8-0.0182-0.32
γ9-0.0366-1.04
Estimation Period:
Jan 1, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts