Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:13.47% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9069 | 4.01 | |
| 0.1034 | 9.50 | |
| 0.8728 | 74.76 | |
| -0.1281 | -1.32 | |
| 0.2673 | 1.86 | |
| -0.1721 | -2.50 | |
| -0.0495 | -1.20 | |
| 0.2058 | 5.07 | |
| -0.2141 | -4.35 | |
| 0.1157 | 1.86 | |
| 0.0122 | 0.19 | |
| -0.1046 | -1.62 |
Estimation Period:
Jan 1, 2000 to Dec 26, 2025
Jan 1, 2000 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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