South African Rand Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.78% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6123 | 6.95 | |
| 0.0779 | 6.66 | |
| 0.8993 | 62.17 | |
| 0.0149 | 3.61 | |
| -0.0286 | -4.74 | |
| 0.0233 | 6.19 | |
| -0.0233 | -5.03 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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