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

V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:80.92% (+6.13%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.5304	12.63
$α$	0.0429	127.26
$β$	0.9990	13,500.00
$ν$	2.0388	10,245.13

Estimation Period:
Jan 1, 2000 to May 9, 2025