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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.96% (-0.22%)
Analysis last updated: Tuesday, February 10, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.94364.10
α0.10229.51
β0.874376.18
γ1-0.1151-1.18
γ20.24861.71
γ3-0.1674-2.41
γ4-0.0435-1.07
γ50.19635.06
γ6-0.2104-4.58
γ70.12502.15
γ8-0.0164-0.29
γ9-0.0386-1.09
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts