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

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Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:45.84% (-2.09%)

Analysis last updated: Thursday, October 23, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.1764	12.61
$α$	0.0430	127.95
$β$	0.9990	13,500.00
$ν$	2.0402	9,903.87

Estimation Period:
Jan 1, 2000 to Oct 18, 2025