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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.72 | |
| 0.0813 | 39.40 | |
| 0.9205 | 465.39 | |
| -0.1131 | -10.49 |
Estimation Period:
Jan 1, 2000 to Apr 17, 2026
Jan 1, 2000 to Apr 17, 2026
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