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

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V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:93.67% (-5.47%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.1513	12.64
$α$	0.0431	127.20
$β$	0.9990	13684.93
$ν$	2	13799.35

Estimation Period:
Jan 1, 2000 to Jan 31, 2025