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

V-Lab

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V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:114.97% (+7.75%)

Analysis last updated: Wednesday, March 12, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.1467	12.65
$α$	0.0429	127.38
$β$	0.9990	13,684.93
$ν$	2.0297	13,353.53

Estimation Period:
Jan 1, 2000 to Mar 7, 2025