V-Lab: South African Rand APARCH Volatility Analysis

V-Lab

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V-Lab

South African Rand APARCH Volatility Analysis

Volatility Prediction for Friday, October 4th, 2024:8.06% (-0.18%)

Analysis last updated: Thursday, October 3, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	12.53
$α$	0.0527	32.65
$β$	0.9423	490.27
$γ$	-0.1556	-14.05
$δ$	2.1352	25.51

Estimation Period:
Jan 2, 1990 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts