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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 Monday, April 20th, 2026

1 Day

16.27%

increased by 0.41%

1 Week

16.34%

increased by 0.48%

1 Month

16.62%

increased by 0.76%

Analysis last updated: Friday, April 17, 2026 at 07:05 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