US Dollar to South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.82% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9985 | 7.27 | |
| 0.0379 | 104.99 | |
| 0.9981 | 4,265.27 | |
| 2.8580 | 164.40 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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