V-Lab: South African Rand AGARCH Volatility Analysis

V-Lab

South African Rand AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:16.79% (-0.03%)

Analysis last updated: Wednesday, April 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	3.07
$α$	0.0656	32.78
$β$	0.9365	503.48
$γ$	-0.1221	-10.90

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts