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V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:13.47% (-0.05%)
Analysis last updated: Tuesday, December 30, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.90694.01
α0.10349.50
β0.872874.76
γ1-0.1281-1.32
γ20.26731.86
γ3-0.1721-2.50
γ4-0.0495-1.20
γ50.20585.07
γ6-0.2141-4.35
γ70.11571.86
γ80.01220.19
γ9-0.1046-1.62
Estimation Period:
Jan 1, 2000 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts