Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.91% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.0458 | 12.59 | |
| 0.0428 | 128.40 | |
| 0.9990 | 13,500.00 | |
| 2.0469 | 8,528.63 |
Estimation Period:
Jan 1, 2000 to Jan 30, 2026
Jan 1, 2000 to Jan 30, 2026
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