V-Lab
South African Rand GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:10.31% (-0.01%)
Analysis last updated: Thursday, April 25, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 9.38 | |
| 0.0621 | 36.03 | |
| 0.9379 | 509.98 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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