Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:11.30% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9326 | 4.10 | |
| 0.1022 | 9.49 | |
| 0.8741 | 75.70 | |
| -0.1167 | -1.21 | |
| 0.2508 | 1.75 | |
| -0.1692 | -2.46 | |
| -0.0414 | -1.03 | |
| 0.1960 | 5.17 | |
| -0.2137 | -4.79 | |
| 0.1319 | 2.31 | |
| -0.0259 | -0.45 | |
| -0.0307 | -0.87 |
Estimation Period:
Jan 1, 2000 to Mar 6, 2026
Jan 1, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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