V-Lab: Russian Ruble APARCH Volatility Analysis

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V-Lab

Russian Ruble APARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:14.89% (+1.08%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	21.38
$α$	0.0737	37.01
$β$	0.9263	375.65
$γ$	-0.1670	-9.75
$δ$	1.7990	37.72

Estimation Period:
Jan 1, 2000 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts