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V-Lab

South African Rand APARCH Volatility Analysis

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

Volatility prediction for Tuesday, June 9th, 2026

1 Day

15.27%

decreased by 0.46%

1 Week

15.29%

decreased by 0.44%

1 Month

15.39%

decreased by 0.34%

Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC

Date Range:

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graph of South African Rand APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time