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 Monday, June 22nd, 2026
1 Day
14.05%
increased by 0.74%
1 Week
14.08%
increased by 0.77%
1 Month
14.21%
increased by 0.90%
Analysis last updated: Friday, June 19, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 9.76 | |
| 0.0789 | 26.48 | |
| 0.9388 | 530.11 | |
| -0.0355 | -9.36 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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