Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.37% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3778 | 12.59 | |
| 0.0428 | 128.46 | |
| 0.9990 | 13,500.00 | |
| 2.0495 | 8,069.06 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
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