Russian Ruble Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
14.19%
decreased by 0.76%
1 Week
14.26%
decreased by 0.69%
1 Month
14.53%
decreased by 0.42%
Analysis last updated: Friday, May 29, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9164 | 4.13 | |
| 0.1031 | 9.53 | |
| 0.8728 | 74.57 | |
| -0.1199 | -1.29 | |
| 0.2572 | 1.85 | |
| -0.1775 | -2.62 | |
| -0.0306 | -0.79 | |
| 0.1864 | 5.32 | |
| -0.2100 | -5.19 | |
| 0.1347 | 2.47 | |
| -0.0205 | -0.34 | |
| -0.0799 | -1.22 |
Estimation Period:
Jan 1, 2000 to May 29, 2026
Jan 1, 2000 to May 29, 2026
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