South African Rand GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.40% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.60 | |
| 0.0663 | 32.91 | |
| 0.9337 | 466.41 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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