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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 25th, 2026

1 Day

17.29%

decreased by 0.45%

1 Week

17.32%

decreased by 0.42%

1 Month

17.42%

decreased by 0.32%

Analysis last updated: Sunday, May 24, 2026 at 02:55 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