US Dollar to South African Rand EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.15%
decreased by 0.67%
1 Week
12.32%
decreased by 0.50%
1 Month
12.99%
increased by 0.17%
Analysis last updated: Sunday, June 14, 2026 at 02:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 12.26 | |
| 0.1534 | 28.10 | |
| 0.9892 | 916.81 | |
| 0.0356 | 13.12 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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