Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:9.83% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9092 | 4.06 | |
| 0.1027 | 9.49 | |
| 0.8732 | 74.83 | |
| -0.1246 | -1.31 | |
| 0.2629 | 1.85 | |
| -0.1742 | -2.55 | |
| -0.0417 | -1.04 | |
| 0.1978 | 5.22 | |
| -0.2127 | -4.71 | |
| 0.1234 | 2.10 | |
| 0.0014 | 0.02 | |
| -0.1073 | -1.68 |
Estimation Period:
Jan 1, 2000 to Feb 27, 2026
Jan 1, 2000 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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