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V-Lab
V-Lab
Russian Ruble AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:13.79% (-0.29%)
Analysis last updated: Thursday, November 6, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble AGARCH
paramt-stat
ω0.00156.76
α0.080938.99
β0.9210462.58
γ-0.1111-10.26
Estimation Period:
Jan 1, 2000 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts