V-Lab: South African Rand APARCH Volatility Analysis

V-Lab

South African Rand APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:8.79% (+0.06%)

Analysis last updated: Friday, July 4, 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
$α$	0.0583	32.95
$β$	0.9384	450.74
$γ$	-0.1466	-12.97
$δ$	2.0823	28.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts