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

V-Lab

Russian Ruble GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:40.98% (+0.39%)

Analysis last updated: Tuesday, September 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.0966	12.62
$α$	0.0429	128.09
$β$	0.9990	13,500.00
$ν$	2.0374	10,723.12

Estimation Period:
Jan 1, 2000 to Sep 12, 2025