Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.17% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9088 | 4.04 | |
| 0.1028 | 9.50 | |
| 0.8734 | 75.08 | |
| -0.1258 | -1.31 | |
| 0.2644 | 1.86 | |
| -0.1738 | -2.54 | |
| -0.0440 | -1.09 | |
| 0.2004 | 5.18 | |
| -0.2137 | -4.61 | |
| 0.1221 | 2.04 | |
| 0.0024 | 0.04 | |
| -0.0991 | -1.54 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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