Russian Ruble APARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.13% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 21.41 | |
| 0.0737 | 37.30 | |
| 0.9263 | 377.62 | |
| -0.1668 | -9.82 | |
| 1.8002 | 37.81 |
Estimation Period:
Jan 1, 2000 to Jan 16, 2026
Jan 1, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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