V-Lab: Russian Ruble GAS-GARCH Student T Volatility Analysis

V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:64.60% (-3.73%)

Analysis last updated: Sunday, June 1, 2025 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.3518	12.63
$α$	0.0429	127.62
$β$	0.9990	13,500.00
$ν$	2.0368	10,833.80

Estimation Period:
Jan 1, 2000 to May 30, 2025