V-Lab: South African Rand APARCH Volatility Analysis

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V-Lab

South African Rand APARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:8.39% (+0.54%)

Analysis last updated: Wednesday, November 5, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	13.49
$α$	0.0582	33.04
$β$	0.9391	454.54
$γ$	-0.1494	-13.04
$δ$	2.0575	28.37

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts