Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:13.86% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9419 | 4.07 | |
| 0.1029 | 9.52 | |
| 0.8738 | 75.97 | |
| -0.1176 | -1.19 | |
| 0.2518 | 1.72 | |
| -0.1660 | -2.38 | |
| -0.0489 | -1.17 | |
| 0.2015 | 4.95 | |
| -0.2103 | -4.31 | |
| 0.1178 | 1.94 | |
| -0.0058 | -0.10 | |
| -0.0462 | -1.30 |
Estimation Period:
Jan 1, 2000 to Dec 26, 2025
Jan 1, 2000 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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