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V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:10.14% (+1.16%)
Analysis last updated: Friday, March 6, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.91034.07
α0.10279.49
β0.873274.80
γ1-0.1241-1.30
γ20.26231.85
γ3-0.1746-2.56
γ4-0.0406-1.02
γ50.19665.23
γ6-0.2123-4.75
γ70.12412.13
γ80.00040.01
γ9-0.1094-1.72
Estimation Period:
Jan 1, 2000 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts