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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.7413	13.08***
α ARCH Response to squared shocks	0.0561	145.23***
β GARCH Volatility persistence	0.9987
ν DF Student-t tail thickness	2.1235	3,805.63***

V-Lab

US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Russian Ruble Analyses