The article forecasts the volatility of Russian stocks using different models and data sources. They found that implied volatility from options prices had a significant impact on predicting stock volatility, while Google Trends data did not. Models including implied volatility provided better forecasts than those including internet search activity. Simple models without extra factors were the most accurate in predicting daily stock volatility and Value-at-Risk. In the case of Russian stocks, Google Trends did not offer any additional useful information beyond implied volatility.