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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 Tuesday, July 7th, 2026

1 Day

15.85%

decreased by 0.48%

1 Week

15.88%

decreased by 0.45%

1 Month

15.99%

decreased by 0.34%

Analysis last updated: Monday, July 6, 2026 at 07:12 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