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V-Lab

South African Rand GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, May 13th, 2026

1 Day

12.72%

decreased by 0.41%

1 Week

12.77%

decreased by 0.36%

1 Month

12.94%

decreased by 0.19%

Analysis last updated: Tuesday, May 12, 2026 at 07:03 PM UTC

Date Range:

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graph of South African Rand GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

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