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 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 ·

Parameter Estimates

	param	t-stat
$ω$	0.8295	3.24
$α$	0.1063	9.25
$β$	0.8678	69.58
$γ_{1}$	-0.1932	-1.43
$γ_{2}$	0.3636	1.89
$γ_{3}$	-0.2054	-2.16
$γ_{4}$	0.0024	0.03
$γ_{5}$	-0.0029	-0.04
$γ_{6}$	0.1506	2.49
$γ_{7}$	-0.2243	-4.58
$γ_{8}$	0.1485	2.28
$γ_{9}$	-0.0004	-0.01
$γ_{10}$	-0.0798	-1.68

Estimation Period:
Jan 1, 2000 to Jun 20, 2025

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