V-Lab
V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:27.70% (-1.57%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.76153.10
α0.10859.11
β0.863365.24
γ1-0.2229-1.63
γ20.40882.11
γ3-0.2305-2.40
γ40.02440.28
γ5-0.0333-0.43
γ60.18723.37
γ7-0.2566-4.90
γ80.16922.20
γ9-0.0287-0.31
γ100.02440.16
Estimation Period:
Jan 1, 2000 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts