Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:44.37% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2535 | 12.58 | |
| 0.0427 | 128.19 | |
| 0.9990 | 13,500.00 | |
| 2.0544 | 7,363.51 |
Estimation Period:
Jan 1, 2000 to Mar 14, 2026
Jan 1, 2000 to Mar 14, 2026
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