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 Thursday, November 13th, 2025:11.64% (-0.22%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9333	4.02
$α$	0.1028	9.49
$β$	0.8738	75.91
$γ_{1}$	-0.1209	-1.21
$γ_{2}$	0.2558	1.73
$γ_{3}$	-0.1642	-2.34
$γ_{4}$	-0.0554	-1.29
$γ_{5}$	0.2072	4.79
$γ_{6}$	-0.2093	-3.99
$γ_{7}$	0.1082	1.70
$γ_{8}$	0.0084	0.14
$γ_{9}$	-0.0569	-1.57

Estimation Period:
Jan 1, 2000 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts