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V-Lab

Russian Ruble AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, April 8th, 2026

1 Day

16.18%

decreased by 0.68%

1 Week

16.25%

decreased by 0.61%

1 Month

16.54%

decreased by 0.32%

Analysis last updated: Tuesday, April 7, 2026 at 07:02 PM UTC

Date Range:

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graph of Russian Ruble AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time