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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:13.86% (-0.54%)
Analysis last updated: Wednesday, December 31, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.94194.07
α0.10299.52
β0.873875.97
γ1-0.1176-1.19
γ20.25181.72
γ3-0.1660-2.38
γ4-0.0489-1.17
γ50.20154.95
γ6-0.2103-4.31
γ70.11781.94
γ8-0.0058-0.10
γ9-0.0462-1.30
Estimation Period:
Jan 1, 2000 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts