V-Lab
V-Lab
US Dollar to South African Rand GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:10.52% (+0.90%)

Analysis last updated: Friday, April 19, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to South African Rand GARCH
paramt-stat
ω0.00199.42
α0.062136.05
β0.9379510.55
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts