US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.54% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7029 | 13.06 | |
| 0.0562 | 144.55 | |
| 0.9987 | 10,738.67 | |
| 2.1243 | 3,733.38 |
Estimation Period:
Jan 5, 1996 to Feb 20, 2026
Jan 5, 1996 to Feb 20, 2026
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