V-Lab: South African Rand GARCH Volatility Analysis

V-Lab

South African Rand GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:7.04% (-0.19%)

Analysis last updated: Tuesday, September 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	10.41
$α$	0.0657	32.43
$β$	0.9343	463.88

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts