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

V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:11.51% (+0.03%)

Analysis last updated: Friday, July 4, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8088	3.22
$α$	0.1056	9.22
$β$	0.8683	69.70
$γ_{1}$	-0.1979	-1.48
$γ_{2}$	0.3691	1.94
$γ_{3}$	-0.2060	-2.19
$γ_{4}$	0.0009	0.01
$γ_{5}$	0.0006	0.01
$γ_{6}$	0.1457	2.41
$γ_{7}$	-0.2204	-4.50
$γ_{8}$	0.1482	2.29
$γ_{9}$	-0.0046	-0.06
$γ_{10}$	-0.0744	-1.58

Estimation Period:
Jan 1, 2000 to Jul 4, 2025

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Volatility Forecasts

Volatility Forecasts