V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:20.41% (-0.78%)
Analysis last updated: Friday, May 16, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.76983.14
α0.10719.17
β0.865767.30
γ1-0.2154-1.61
γ20.39662.08
γ3-0.2221-2.35
γ40.01360.16
γ5-0.0154-0.19
γ60.16642.87
γ7-0.2418-4.90
γ80.16702.42
γ9-0.0321-0.40
γ100.01560.14
Estimation Period:
Jan 1, 2000 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts