South African Rand Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.21%
increased by 1.33%
1 Week
14.18%
increased by 1.30%
1 Month
14.07%
increased by 1.19%
Analysis last updated: Friday, June 12, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6845 | 6.61 | |
| 0.0773 | 6.46 | |
| 0.9009 | 62.08 | |
| 0.0312 | 2.57 | |
| -0.0392 | -2.26 | |
| -0.0052 | -0.58 | |
| 0.0286 | 3.75 | |
| -0.0265 | -3.28 | |
| 0.0146 | 2.37 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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