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 Monday, December 4th, 2023:53.09% (-3.02%)

Analysis last updated: Sunday, December 3, 2023 at 02:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.6544	12.71
$α$	0.0425	123.29
$β$	0.9990	13684.93
$ν$	2	15006.48

Estimation Period:
Jan 1, 2000 to Dec 1, 2023