V-Lab: Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:10.99% (+0.09%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9274	3.97
$α$	0.1024	9.48
$β$	0.8745	76.54
$γ_{1}$	-0.1240	-1.23
$γ_{2}$	0.2598	1.74
$γ_{3}$	-0.1639	-2.32
$γ_{4}$	-0.0585	-1.33
$γ_{5}$	0.2095	4.66
$γ_{6}$	-0.2076	-3.80
$γ_{7}$	0.1025	1.57
$γ_{8}$	0.0140	0.23
$γ_{9}$	-0.0591	-1.62

Estimation Period:
Jan 1, 2000 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts