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V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.17% (-0.49%)
Analysis last updated: Monday, February 9, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.90884.04
α0.10289.50
β0.873475.08
γ1-0.1258-1.31
γ20.26441.86
γ3-0.1738-2.54
γ4-0.0440-1.09
γ50.20045.18
γ6-0.2137-4.61
γ70.12212.04
γ80.00240.04
γ9-0.0991-1.54
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts