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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:11.30% (-0.01%)
Analysis last updated: Monday, March 9, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.93264.10
α0.10229.49
β0.874175.70
γ1-0.1167-1.21
γ20.25081.75
γ3-0.1692-2.46
γ4-0.0414-1.03
γ50.19605.17
γ6-0.2137-4.79
γ70.13192.31
γ8-0.0259-0.45
γ9-0.0307-0.87
Estimation Period:
Jan 1, 2000 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts