Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:46.80% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.1183 | 12.60 | |
| 0.0428 | 128.06 | |
| 0.9990 | 13,500.00 | |
| 2.0430 | 9,286.55 |
Estimation Period:
Jan 1, 2000 to Dec 19, 2025
Jan 1, 2000 to Dec 19, 2025
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