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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:12.55% (-0.37%)
Analysis last updated: Friday, January 16, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.93144.08
α0.10159.46
β0.874876.30
γ1-0.1192-1.22
γ20.25451.75
γ3-0.1678-2.42
γ4-0.0478-1.16
γ50.20145.08
γ6-0.2126-4.50
γ70.12292.07
γ8-0.0122-0.21
γ9-0.0412-1.17
Estimation Period:
Jan 1, 2000 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts