V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:11.12% (-0.27%)
Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.81503.20
α0.10609.24
β0.868069.60
γ1-0.1955-1.44
γ20.36611.89
γ3-0.2050-2.15
γ40.00100.01
γ5-0.0017-0.02
γ60.15012.49
γ7-0.2244-4.57
γ80.14962.29
γ9-0.0030-0.04
γ10-0.0766-1.62
Estimation Period:
Jan 1, 2000 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts