V-Lab: South African Rand EGARCH Volatility Analysis

V-Lab

South African Rand EGARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:8.66% (-0.34%)

Analysis last updated: Thursday, July 3, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0082	12.15
$α$	0.1525	27.09
$β$	0.9895	892.20
$γ$	0.0360	13.14

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts