V-Lab
V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:11.12% (-0.25%)

Analysis last updated: Wednesday, March 27, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.73222.99
α0.10808.52
β0.857357.45
γ1-0.2368-1.59
γ20.42762.05
γ3-0.2359-2.32
γ40.04100.47
γ5-0.0829-1.19
γ60.24834.75
γ7-0.2803-3.94
γ80.12481.34
γ90.06510.80
γ10-0.1184-2.46
Estimation Period:
Jan 1, 2000 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts