South African Rand Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
11.17%
decreased by 0.49%
1 Week
11.13%
decreased by 0.53%
1 Month
11.01%
decreased by 0.65%
Analysis last updated: Sunday, April 19, 2026 at 03:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6108 | 6.82 | |
| 0.0771 | 6.75 | |
| 0.9009 | 63.73 | |
| 0.0144 | 3.48 | |
| -0.0278 | -4.59 | |
| 0.0227 | 5.98 | |
| -0.0225 | -4.70 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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