Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:12.55% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9314 | 4.08 | |
| 0.1015 | 9.46 | |
| 0.8748 | 76.30 | |
| -0.1192 | -1.22 | |
| 0.2545 | 1.75 | |
| -0.1678 | -2.42 | |
| -0.0478 | -1.16 | |
| 0.2014 | 5.08 | |
| -0.2126 | -4.50 | |
| 0.1229 | 2.07 | |
| -0.0122 | -0.21 | |
| -0.0412 | -1.17 |
Estimation Period:
Jan 1, 2000 to Jan 16, 2026
Jan 1, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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