US DOLLAR TO SOUTH AFRICAN RAND GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Friday, May 24: 11.74% (-0.42)
  • COMPARE menu down arrow
    • US Dollar to South African Rand»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (ZAR): R9.53 Return: -0.47% 1 Week Pred: 11.79%
Avg Week Vol: 12.08% Avg Month Vol: 11.92% 1 Month Pred: 11.96%
Min Vol: 2.61% Max Vol: 98.42% 6 Months Pred: 13.1%
Avg Vol: 15.33% Vol of Vol: 22.47% 1 Year Pred: 14.35%