Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:10.14% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9103 | 4.07 | |
| 0.1027 | 9.49 | |
| 0.8732 | 74.80 | |
| -0.1241 | -1.30 | |
| 0.2623 | 1.85 | |
| -0.1746 | -2.56 | |
| -0.0406 | -1.02 | |
| 0.1966 | 5.23 | |
| -0.2123 | -4.75 | |
| 0.1241 | 2.13 | |
| 0.0004 | 0.01 | |
| -0.1094 | -1.72 |
Estimation Period:
Jan 1, 2000 to Mar 6, 2026
Jan 1, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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