Russian Ruble APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.56% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 21.42 | |
| 0.0736 | 37.43 | |
| 0.9264 | 378.42 | |
| -0.1637 | -9.71 | |
| 1.8056 | 37.94 |
Estimation Period:
Jan 1, 2000 to Feb 6, 2026
Jan 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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