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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 9.79 | |
| 0.0791 | 26.51 | |
| 0.9386 | 527.00 | |
| -0.0355 | -9.33 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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