US Dollar to Russian Ruble APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.22%
decreased by 0.48%
1 Week
12.25%
decreased by 0.45%
1 Month
12.34%
decreased by 0.36%
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 | |
|---|---|---|
| 0.0011 | 12.94 | |
| 0.0744 | 38.42 | |
| 0.9256 | 412.67 | |
| -0.1324 | -8.38 | |
| 1.9549 | 38.60 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2026
Jan 5, 1996 to Jun 5, 2026
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