Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.00%
decreased by 0.56%
1 Week
13.34%
decreased by 0.22%
1 Month
14.43%
increased by 0.87%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9581 | 4.23 | |
| 0.1026 | 9.54 | |
| 0.8737 | 75.48 | |
| -0.1072 | -1.13 | |
| 0.2385 | 1.68 | |
| -0.1710 | -2.50 | |
| -0.0281 | -0.72 | |
| 0.1800 | 5.19 | |
| -0.2064 | -5.26 | |
| 0.1400 | 2.70 | |
| -0.0435 | -0.80 | |
| -0.0176 | -0.51 |
Estimation Period:
Jan 1, 2000 to Jun 12, 2026
Jan 1, 2000 to Jun 12, 2026
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