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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.64 | |
| 0.0659 | 33.12 | |
| 0.9341 | 471.30 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
Other South African Rand Analyses
Other GARCH Analyses on Currencies