US Dollar to South African Rand EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.93% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 11.93 | |
| 0.1538 | 27.74 | |
| 0.9892 | 900.08 | |
| 0.0349 | 12.75 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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