South African Rand AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:10.72% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 4.45 | |
| 0.0654 | 33.53 | |
| 0.9362 | 510.19 | |
| -0.1135 | -10.12 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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