V-Lab: South African Rand EGARCH Volatility Analysis

V-Lab

South African Rand EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:8.76% (-0.24%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0082	12.07
$α$	0.1522	27.09
$β$	0.9895	893.84
$γ$	0.0360	13.17

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts