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 Thursday, November 13th, 2025:42.53% (+0.11%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.4154	12.62
$α$	0.0428	128.28
$β$	0.9990	13,500.00
$ν$	2.0369	10,834.35

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