V-Lab
US Dollar to Russian Ruble GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:25.29% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7490 | 12.94 | |
| 0.0571 | 143.71 | |
| 0.9987 | 10,512.32 | |
| 2.1223 | 3,703.84 |
Estimation Period:
Jan 5, 1996 to Jul 11, 2025
Jan 5, 1996 to Jul 11, 2025
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