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

V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:98.01% (+1.19%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.2085	12.62
$α$	0.0430	127.47
$β$	0.9990	13,684.93
$ν$	2.0397	9,998.76

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