Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
14.06%
decreased by 0.66%
1 Week
14.32%
decreased by 0.40%
1 Month
15.18%
increased by 0.46%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9483 | 4.14 | |
| 0.1032 | 9.58 | |
| 0.8734 | 75.62 | |
| -0.1125 | -1.17 | |
| 0.2457 | 1.71 | |
| -0.1704 | -2.47 | |
| -0.0351 | -0.88 | |
| 0.1880 | 5.14 | |
| -0.2087 | -4.92 | |
| 0.1329 | 2.42 | |
| -0.0301 | -0.54 | |
| -0.0281 | -0.81 |
Estimation Period:
Jan 1, 2000 to Apr 17, 2026
Jan 1, 2000 to Apr 17, 2026
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