Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.20% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9403 | 4.09 | |
| 0.1019 | 9.50 | |
| 0.8748 | 76.52 | |
| -0.1193 | -1.22 | |
| 0.2558 | 1.76 | |
| -0.1712 | -2.46 | |
| -0.0434 | -1.06 | |
| 0.1971 | 5.01 | |
| -0.2095 | -4.48 | |
| 0.1221 | 2.07 | |
| -0.0134 | -0.23 | |
| -0.0404 | -1.14 |
Estimation Period:
Jan 1, 2000 to Jan 30, 2026
Jan 1, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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