SOUTH AFRICAN RAND EGARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 14.04% (-0.56)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (ZAR): R9.44 Return: 0.42% 1 Week Pred: 14.25%
Avg Week Vol: 14.05% Avg Month Vol: 13.02% 1 Month Pred: 15%
Min Vol: 1.7% Max Vol: 124.26% 6 Months Pred: 18.59%
Avg Vol: 16.04% Vol of Vol: 22.91% 1 Year Pred: 20.37%

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