V-Lab
V-Lab
US Dollar to Russian Ruble APARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:12.51% (-0.51%)

Analysis last updated: Sunday, November 3, 2024 at 01:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Russian Ruble APARCH
paramt-stat
ω0.001112.74
α0.076637.85
β0.9234377.22
γ-0.1275-7.85
δ1.958036.86
Estimation Period:
Jan 5, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts