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V-Lab

South African Rand AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 17th, 2026

1 Day

13.96%

decreased by 0.28%

1 Week

14.02%

decreased by 0.22%

1 Month

14.23%

decreased by 0.01%

Analysis last updated: Tuesday, June 16, 2026 at 08:26 PM UTC

Date Range:

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graph of South African Rand AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time