V-Lab: Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:19.00% (+3.48%)

Analysis last updated: Friday, October 17, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9386	4.01
$α$	0.1035	9.51
$β$	0.8733	75.71
$γ_{1}$	-0.1216	-1.21
$γ_{2}$	0.2568	1.72
$γ_{3}$	-0.1639	-2.32
$γ_{4}$	-0.0570	-1.31
$γ_{5}$	0.2082	4.70
$γ_{6}$	-0.2074	-3.85
$γ_{7}$	0.1031	1.60
$γ_{8}$	0.0146	0.24
$γ_{9}$	-0.0613	-1.69

Estimation Period:
Jan 1, 2000 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts