Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:19.00% (+3.48%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.9386 | 4.01 | |
0.1035 | 9.51 | |
0.8733 | 75.71 | |
-0.1216 | -1.21 | |
0.2568 | 1.72 | |
-0.1639 | -2.32 | |
-0.0570 | -1.31 | |
0.2082 | 4.70 | |
-0.2074 | -3.85 | |
0.1031 | 1.60 | |
0.0146 | 0.24 | |
-0.0613 | -1.69 |
Estimation Period:
Jan 1, 2000 to Oct 17, 2025
Jan 1, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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