US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.76% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7691 | 13.08 | |
| 0.0563 | 144.31 | |
| 0.9987 | 10,855.42 | |
| 2.1225 | 3,790.14 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
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