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 Tuesday, November 18th, 2025:10.69% (-0.21%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9386	4.02
$α$	0.1032	9.52
$β$	0.8735	75.90
$γ_{1}$	-0.1204	-1.20
$γ_{2}$	0.2554	1.72
$γ_{3}$	-0.1651	-2.35
$γ_{4}$	-0.0537	-1.26
$γ_{5}$	0.2060	4.81
$γ_{6}$	-0.2098	-4.05
$γ_{7}$	0.1107	1.76
$γ_{8}$	0.0042	0.07
$γ_{9}$	-0.0531	-1.47

Estimation Period:
Jan 1, 2000 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts