US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:30.47% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9652 | 13.00 | |
| 0.0566 | 144.05 | |
| 0.9987 | 10,624.28 | |
| 2.1156 | 3,954.33 |
Estimation Period:
Jan 5, 1996 to Oct 18, 2025
Jan 5, 1996 to Oct 18, 2025
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