V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.24% (-0.13%)
Analysis last updated: Friday, June 20, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.82953.24
α0.10639.25
β0.867869.58
γ1-0.1932-1.43
γ20.36361.89
γ3-0.2054-2.16
γ40.00240.03
γ5-0.0029-0.04
γ60.15062.49
γ7-0.2243-4.58
γ80.14852.28
γ9-0.0004-0.01
γ10-0.0798-1.68
Estimation Period:
Jan 1, 2000 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts