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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 Wednesday, June 10th, 2026

1 Day

14.77%

decreased by 0.34%

1 Week

14.80%

decreased by 0.31%

1 Month

14.92%

decreased by 0.19%

Analysis last updated: Tuesday, June 9, 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

How volatility evolves over time