US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
33.32%
increased by 3.19%
1 Week
33.31%
increased by 3.18%
1 Month
33.29%
increased by 3.16%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8495 | 13.05 | |
| 0.0562 | 145.22 | |
| 0.9987 | 10,738.68 | |
| 2.1195 | 3,910.46 |
Estimation Period:
Jan 5, 1996 to May 22, 2026
Jan 5, 1996 to May 22, 2026
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