US Dollar to South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.56% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 9.82 | |
| 0.0791 | 26.31 | |
| 0.9382 | 520.09 | |
| -0.0346 | -9.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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