Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.60% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9436 | 4.10 | |
| 0.1022 | 9.51 | |
| 0.8743 | 76.18 | |
| -0.1151 | -1.18 | |
| 0.2486 | 1.71 | |
| -0.1674 | -2.41 | |
| -0.0435 | -1.07 | |
| 0.1963 | 5.06 | |
| -0.2104 | -4.58 | |
| 0.1250 | 2.15 | |
| -0.0164 | -0.29 | |
| -0.0386 | -1.09 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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