South African Rand EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.19%
increased by 0.83%
1 Week
13.35%
increased by 0.99%
1 Month
13.99%
increased by 1.63%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 12.27 | |
| 0.1536 | 28.18 | |
| 0.9892 | 906.70 | |
| 0.0356 | 12.99 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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