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V-Lab

Russian Ruble AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 10th, 2026

1 Day

12.94%

increased by 0.27%

1 Week

13.02%

increased by 0.35%

1 Month

13.31%

increased by 0.64%

Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC

Date Range:

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graph of Russian Ruble AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time