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

V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:11.17% (-0.24%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9285	3.94
$α$	0.1034	9.50
$β$	0.8735	75.95
$γ_{1}$	-0.1260	-1.23
$γ_{2}$	0.2627	1.74
$γ_{3}$	-0.1633	-2.29
$γ_{4}$	-0.0621	-1.38
$γ_{5}$	0.2113	4.49
$γ_{6}$	-0.2028	-3.54
$γ_{7}$	0.0903	1.35
$γ_{8}$	0.0308	0.50
$γ_{9}$	-0.0732	-1.97

Estimation Period:
Jan 1, 2000 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts