V-Lab: Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

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Russian Ruble Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:11.25% (-0.33%)

Analysis last updated: Thursday, December 4, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9098	3.96
$α$	0.1031	9.50
$β$	0.8735	75.56
$γ_{1}$	-0.1259	-1.27
$γ_{2}$	0.2629	1.80
$γ_{3}$	-0.1686	-2.42
$γ_{4}$	-0.0510	-1.21
$γ_{5}$	0.2045	4.89
$γ_{6}$	-0.2104	-4.16
$γ_{7}$	0.1138	1.83
$γ_{8}$	-0.0004	-0.01
$γ_{9}$	-0.0494	-1.37

Estimation Period:
Jan 1, 2000 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts