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

V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:41.33% (-2.29%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.4632	12.61
$α$	0.0431	127.49
$β$	0.9990	13,500.00
$ν$	2.0392	10,195.87

Estimation Period:
Jan 1, 2000 to Jun 27, 2025