V-Lab: South African Rand APARCH Volatility Analysis

V-Lab

South African Rand APARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:13.68% (-0.30%)

Analysis last updated: Wednesday, April 23, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	13.57
$α$	0.0585	32.91
$β$	0.9382	447.60
$γ$	-0.1440	-12.81
$δ$	2.0872	28.69

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts