Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
18.23%
decreased by 1.00%
1 Week
18.29%
decreased by 0.94%
1 Month
18.52%
decreased by 0.71%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9433 | 4.22 | |
| 0.1029 | 9.53 | |
| 0.8729 | 74.64 | |
| -0.1077 | -1.15 | |
| 0.2388 | 1.70 | |
| -0.1712 | -2.51 | |
| -0.0264 | -0.68 | |
| 0.1775 | 5.21 | |
| -0.2045 | -5.35 | |
| 0.1392 | 2.75 | |
| -0.0419 | -0.78 | |
| -0.0204 | -0.60 |
Estimation Period:
Jan 1, 2000 to Jul 3, 2026
Jan 1, 2000 to Jul 3, 2026
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