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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 ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.93864.01
α0.10359.51
β0.873375.71
γ1-0.1216-1.21
γ20.25681.72
γ3-0.1639-2.32
γ4-0.0570-1.31
γ50.20824.70
γ6-0.2074-3.85
γ70.10311.60
γ80.01460.24
γ9-0.0613-1.69
Estimation Period:
Jan 1, 2000 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts