V-Lab: South African Rand GARCH Volatility Analysis

V-Lab

South African Rand GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:8.63% (-0.26%)

Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	10.44
$α$	0.0661	32.41
$β$	0.9339	461.65

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts