US Dollar to South African Rand AGARCH 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 15th, 2026
1 Day
15.39%
increased by 1.03%
1 Week
15.44%
increased by 1.08%
1 Month
15.65%
increased by 1.29%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.12 | |
| 0.0650 | 33.82 | |
| 0.9367 | 518.67 | |
| -0.1163 | -10.29 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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