Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:46.29% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.9534 | 12.60 | |
| 0.0427 | 128.50 | |
| 0.9990 | 13,500.00 | |
| 2.0434 | 9,246.18 |
Estimation Period:
Jan 1, 2000 to Jan 16, 2026
Jan 1, 2000 to Jan 16, 2026
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