V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:21.72% (+2.61%)
Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.81203.19
α0.10719.20
β0.866468.06
γ1-0.1988-1.45
γ20.37221.91
γ3-0.2110-2.20
γ40.00970.11
γ5-0.0138-0.17
γ60.16212.77
γ7-0.2320-4.70
γ80.15062.22
γ90.00080.01
γ10-0.0802-1.71
Estimation Period:
Jan 1, 2000 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts