The article forecasts the volatility of Russian stocks using models that include implied volatility from options prices and Google Trends data. The study found that only implied volatility had a significant impact on predicting stock volatility, while Google Trends did not. Models with implied volatility provided better forecasts, while those with Google Trends performed worse. 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 provide any additional useful information beyond implied volatility.