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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, May 11th, 2026

1 Day

13.96%

decreased by 0.35%

1 Week

13.99%

decreased by 0.32%

1 Month

14.11%

decreased by 0.20%

Analysis last updated: Friday, May 8, 2026 at 07:03 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

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