V-Lab
V-Lab
US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:27.29% (-2.14%)

Analysis last updated: Sunday, November 3, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble GAS-GARCH-T
paramt-stat
ω3.720912.75
α0.0582142.68
β0.99869986.25
ν23488.05
Estimation Period:
Jan 5, 1996 to Nov 1, 2024