Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:34.78% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.7877 | 12.61 | |
| 0.0429 | 127.94 | |
| 0.9990 | 13,500.00 | |
| 2.0408 | 9,811.41 |
Estimation Period:
Jan 1, 2000 to Oct 10, 2025
Jan 1, 2000 to Oct 10, 2025
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