SOUTH AFRICAN RAND GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 11.60% (-0.42)
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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: 11.68%
Avg Week Vol: 11.71% Avg Month Vol: 11.79% 1 Month Pred: 11.95%
Min Vol: 3.02% Max Vol: 98.33% 6 Months Pred: 13.71%
Avg Vol: 15.25% Vol of Vol: 21.3% 1 Year Pred: 15.55%