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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.76 | |
| 0.0815 | 39.45 | |
| 0.9205 | 464.89 | |
| -0.1127 | -10.46 |
Estimation Period:
Jan 1, 2000 to Apr 3, 2026
Jan 1, 2000 to Apr 3, 2026
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