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

V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.85% (+9.86%)

Analysis last updated: Friday, May 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8202	3.24
$α$	0.1061	9.19
$β$	0.8674	68.82
$γ_{1}$	-0.1948	-1.44
$γ_{2}$	0.3655	1.90
$γ_{3}$	-0.2054	-2.16
$γ_{4}$	0.0037	0.04
$γ_{5}$	-0.0070	-0.09
$γ_{6}$	0.1556	2.63
$γ_{7}$	-0.2276	-4.64
$γ_{8}$	0.1485	2.24
$γ_{9}$	0.0035	0.05
$γ_{10}$	-0.0845	-1.78

Estimation Period:
Jan 1, 2000 to May 30, 2025

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