Russian Ruble APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.19%
decreased by 0.02%
1 Week
12.22%
increased by 0.01%
1 Month
12.35%
increased by 0.14%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 21.64 | |
| 0.0739 | 37.71 | |
| 0.9261 | 381.27 | |
| -0.1697 | -10.12 | |
| 1.7999 | 38.09 |
Estimation Period:
Jan 1, 2000 to Jun 5, 2026
Jan 1, 2000 to Jun 5, 2026
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