Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:45.84% (-2.09%)
Parameter Estimates
param | t-stat | |
---|---|---|
15.1764 | 12.61 | |
0.0430 | 127.95 | |
0.9990 | 13,500.00 | |
2.0402 | 9,903.87 |
Estimation Period:
Jan 1, 2000 to Oct 18, 2025
Jan 1, 2000 to Oct 18, 2025
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