V-Lab: South African Rand APARCH Volatility Analysis

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V-Lab

South African Rand APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:11.06% (-0.30%)

Analysis last updated: Sunday, January 29, 2023, 01:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	12.64
$α$	0.0547	32.33
$β$	0.9404	469.00
$γ$	-0.1527	-13.85
$δ$	2.1399	25.35

Estimation Period:
Jan 2, 1990 to Jan 28, 2023

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Volatility Forecasts

Volatility Forecasts