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V-Lab

South African Rand GJR-GARCH Volatility Analysis

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

Volatility prediction for Monday, June 15th, 2026

1 Day

13.85%

decreased by 0.43%

1 Week

13.88%

decreased by 0.40%

1 Month

14.01%

decreased by 0.27%

Analysis last updated: Sunday, June 14, 2026 at 03:17 PM UTC

Date Range:

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graph of South African Rand GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time