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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9584	4.30***
α ARCH Response to squared shocks	0.1027	9.54***
β GARCH Volatility persistence	0.8730	74.60***

γ₁	-0.1031	-1.11
γ₂	0.2329	1.67*
γ₃	-0.1720	-2.54**
γ₄	-0.0207	-0.54
γ₅	0.1710	5.16***
γ₆	-0.2015	-5.54***
γ₇	0.1429	2.95***
γ₈	-0.0511	-0.98
γ₉	-0.0126	-0.37

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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russian Ruble Analyses