South African Rand Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.62% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6114 | 6.96 | |
| 0.0778 | 6.67 | |
| 0.8994 | 62.21 | |
| 0.0149 | 3.61 | |
| -0.0286 | -4.74 | |
| 0.0233 | 6.20 | |
| -0.0234 | -5.06 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other South African Rand Analyses
Other Spline-GARCH Analyses on Currencies