Russian Ruble APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.21%
decreased by 0.48%
1 Week
12.24%
decreased by 0.45%
1 Month
12.37%
decreased by 0.32%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 21.64 | |
| 0.0739 | 37.71 | |
| 0.9261 | 381.27 | |
| -0.1697 | -10.12 | |
| 1.7999 | 38.09 |
Estimation Period:
Jan 1, 2000 to Jun 5, 2026
Jan 1, 2000 to Jun 5, 2026
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