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 Wednesday, May 13th, 2026
1 Day
12.59%
decreased by 0.37%
1 Week
12.62%
decreased by 0.34%
1 Month
12.74%
decreased by 0.22%
Analysis last updated: Tuesday, May 12, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 13.96 | |
| 0.0590 | 33.15 | |
| 0.9381 | 459.41 | |
| -0.1421 | -12.80 | |
| 2.0704 | 29.26 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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