V-Lab: South African Rand AGARCH Volatility Analysis

V-Lab

South African Rand AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:9.71% (+0.89%)

Analysis last updated: Friday, July 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	2.97
$α$	0.0648	32.92
$β$	0.9369	509.76
$γ$	-0.1243	-11.04

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts