Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
43.70%
decreased by 2.34%
1 Week
43.73%
decreased by 2.31%
1 Month
43.82%
decreased by 2.22%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8095 | 12.57 | |
| 0.0426 | 128.96 | |
| 0.9990 | 13,500.00 | |
| 2.0518 | 7,801.38 |
Estimation Period:
Jan 1, 2000 to Jun 5, 2026
Jan 1, 2000 to Jun 5, 2026
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