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V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:9.83% (+0.25%)
Analysis last updated: Monday, March 2, 2026 at 07:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.90924.06
α0.10279.49
β0.873274.83
γ1-0.1246-1.31
γ20.26291.85
γ3-0.1742-2.55
γ4-0.0417-1.04
γ50.19785.22
γ6-0.2127-4.71
γ70.12342.10
γ80.00140.02
γ9-0.1073-1.68
Estimation Period:
Jan 1, 2000 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts