Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
41.29%
decreased by 2.34%
1 Week
41.33%
decreased by 2.30%
1 Month
41.48%
decreased by 2.15%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 13.2287 | 12.58 | |
| 0.0427 | 128.97 | |
| 0.9990 | 13,500.00 | |
| 2.0461 | 8,781.54 |
Estimation Period:
Jan 1, 2000 to May 22, 2026
Jan 1, 2000 to May 22, 2026
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