South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.38%
increased by 1.06%
1 Week
14.38%
increased by 1.06%
1 Month
14.41%
increased by 1.09%
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 | |
|---|---|---|
| 1.0329 | 7.27 | |
| 0.0380 | 106.15 | |
| 0.9981 | 4,265.26 | |
| 2.8324 | 171.04 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other South African Rand Analyses
Other GAS-GARCH Student T Analyses on Currencies