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

Skip to main content

V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 11th, 2025:12.00% (+0.46%)

Analysis last updated: Wednesday, December 10, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9322	4.04
$α$	0.1028	9.49
$β$	0.8736	75.56
$γ_{1}$	-0.1198	-1.21
$γ_{2}$	0.2547	1.73
$γ_{3}$	-0.1659	-2.38
$γ_{4}$	-0.0511	-1.22
$γ_{5}$	0.2036	4.91
$γ_{6}$	-0.2102	-4.21
$γ_{7}$	0.1151	1.87
$γ_{8}$	-0.0026	-0.04
$γ_{9}$	-0.0479	-1.34

Estimation Period:
Jan 1, 2000 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts