V-Lab: South African Rand APARCH Volatility Analysis

Skip to main content

V-Lab

South African Rand APARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:7.33% (-0.14%)

Analysis last updated: Friday, November 14, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	13.55
$α$	0.0582	33.03
$β$	0.9391	454.32
$γ$	-0.1493	-13.04
$δ$	2.0584	28.35

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts