V-Lab
V-Lab

Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:26.40% (-1.62%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble S0GARCH
paramt-stat
ω0.82653.18
α0.10899.18
β0.864266.37
γ1-0.2003-1.43
γ20.37361.88
γ3-0.2073-2.10
γ40.00430.05
γ5-0.0155-0.20
γ60.17113.03
γ7-0.2398-4.56
γ80.14781.97
γ90.01040.13
γ10-0.0853-1.79
Estimation Period:
Jan 1, 2000 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts