V-Lab
US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:27.29% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8816 | 12.98 | |
| 0.0566 | 144.08 | |
| 0.9987 | 10,624.23 | |
| 2.1175 | 3,878.23 |
Estimation Period:
Jan 5, 1996 to Sep 19, 2025
Jan 5, 1996 to Sep 19, 2025
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