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

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Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:40.00% (-2.28%)

Analysis last updated: Sunday, December 7, 2025 at 02:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.7933	12.61
$α$	0.0428	128.07
$β$	0.9990	13,500.00
$ν$	2.0409	9,811.93

Estimation Period:
Jan 1, 2000 to Dec 5, 2025