Russian Ruble APARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:14.42% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 21.41 | |
| 0.0739 | 37.35 | |
| 0.9261 | 376.29 | |
| -0.1662 | -9.81 | |
| 1.8026 | 37.78 |
Estimation Period:
Jan 1, 2000 to Dec 26, 2025
Jan 1, 2000 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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