V-Lab
V-Lab
US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:10.39% (+0.24%)

Analysis last updated: Monday, April 22, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble GAS-GARCH-T
paramt-stat
ω3.496912.59
α0.0580140.85
β0.99869695.14
ν23410.74
Estimation Period:
Jan 5, 1996 to Apr 19, 2024