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V-Lab

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

Date Range:

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graph of South African Rand APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time