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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.20% (+0.18%)
Analysis last updated: Thursday, February 5, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.94034.09
α0.10199.50
β0.874876.52
γ1-0.1193-1.22
γ20.25581.76
γ3-0.1712-2.46
γ4-0.0434-1.06
γ50.19715.01
γ6-0.2095-4.48
γ70.12212.07
γ8-0.0134-0.23
γ9-0.0404-1.14
Estimation Period:
Jan 1, 2000 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts