V-Lab: Russian Ruble APARCH Volatility Analysis

V-Lab

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V-Lab

Russian Ruble APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:15.86% (-0.68%)

Analysis last updated: Tuesday, September 17, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0044	22.28
$α$	0.0779	36.65
$β$	0.9221	336.91
$γ$	-0.1707	-9.52
$δ$	1.7446	33.93

Estimation Period:
Jan 1, 2000 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts