V-Lab: Russian Ruble APARCH Volatility Analysis

V-Lab

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V-Lab

Russian Ruble APARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:28.26% (-1.06%)

Analysis last updated: Tuesday, January 14, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0038	21.17
$α$	0.0752	36.48
$β$	0.9248	356.11
$γ$	-0.1749	-9.82
$δ$	1.7875	36.12

Estimation Period:
Jan 1, 2000 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts