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US Dollar to South African Rand GJR-GARCH Volatility Analysis

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

Volatility prediction for Friday, May 29th, 2026

1 Day

18.44%

decreased by 0.27%

1 Week

18.47%

decreased by 0.24%

1 Month

18.56%

decreased by 0.15%

Analysis last updated: Thursday, May 28, 2026 at 07:05 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of US Dollar to South African Rand GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time