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 Tuesday, April 7th, 2026
1 Day
14.20%
decreased by 0.42%
1 Week
14.22%
decreased by 0.40%
1 Month
14.33%
decreased by 0.29%
Analysis last updated: Monday, April 6, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 14.04 | |
| 0.0593 | 33.20 | |
| 0.9378 | 457.22 | |
| -0.1400 | -12.66 | |
| 2.0721 | 29.31 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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