South African Rand Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.48% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6106 | 6.98 | |
| 0.0778 | 6.66 | |
| 0.8992 | 62.07 | |
| 0.0149 | 3.62 | |
| -0.0285 | -4.76 | |
| 0.0233 | 6.22 | |
| -0.0236 | -5.10 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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