US Dollar to South African Rand APARCH 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
14.81%
increased by 0.52%
1 Week
14.84%
increased by 0.55%
1 Month
14.94%
increased by 0.65%
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 | |
|---|---|---|
| 0.0016 | 13.91 | |
| 0.0587 | 33.10 | |
| 0.9384 | 463.64 | |
| -0.1433 | -12.90 | |
| 2.0692 | 29.39 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other APARCH Analyses on Currencies