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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9561	4.28***
α ARCH Response to squared shocks	0.1031	9.54***
β GARCH Volatility persistence	0.8725	74.26***

γ₁	-0.1044	-1.12
γ₂	0.2347	1.68*
γ₃	-0.1712	-2.52**
γ₄	-0.0240	-0.63
γ₅	0.1749	5.20***
γ₆	-0.2038	-5.45***
γ₇	0.1422	2.86***
γ₈	-0.0487	-0.92
γ₉	-0.0140	-0.41

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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russian Ruble Analyses