Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.50% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8772 | 12.58 | |
| 0.0427 | 128.25 | |
| 0.9990 | 13,500.00 | |
| 2.0515 | 7,770.86 |
Estimation Period:
Jan 1, 2000 to Feb 20, 2026
Jan 1, 2000 to Feb 20, 2026
Other Russian Ruble Analyses
Other GAS-GARCH Student T Analyses on Currencies