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, July 29th, 2024:59.20% (+5.03%)

Analysis last updated: Friday, July 26, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.9212	12.62
$α$	0.0440	126.47
$β$	0.9990	13684.93
$ν$	2	11682.38

Estimation Period:
Jan 1, 2000 to Jul 26, 2024