Russian Ruble Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
16.04%
decreased by 0.79%
1 Week
16.22%
decreased by 0.61%
1 Month
16.85%
increased by 0.02%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9489 | 4.17 | |
| 0.1031 | 9.54 | |
| 0.8731 | 75.11 | |
| -0.1111 | -1.16 | |
| 0.2434 | 1.70 | |
| -0.1691 | -2.46 | |
| -0.0358 | -0.90 | |
| 0.1883 | 5.17 | |
| -0.2088 | -4.95 | |
| 0.1330 | 2.43 | |
| -0.0298 | -0.54 | |
| -0.0287 | -0.83 |
Estimation Period:
Jan 1, 2000 to Apr 10, 2026
Jan 1, 2000 to Apr 10, 2026
Other Russian Ruble Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies