US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:29.45% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8980 | 13.03 | |
| 0.0563 | 144.46 | |
| 0.9987 | 10,738.58 | |
| 2.1173 | 3,928.21 |
Estimation Period:
Jan 5, 1996 to Dec 19, 2025
Jan 5, 1996 to Dec 19, 2025
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