US Dollar to South African Rand AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.80% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 4.37 | |
| 0.0653 | 33.50 | |
| 0.9363 | 511.09 | |
| -0.1140 | -10.10 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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