V-Lab
South African Rand APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.64% (+0.12%)
Analysis last updated: Friday, April 26, 2024 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 12.46 | |
| 0.0528 | 32.52 | |
| 0.9421 | 485.37 | |
| -0.1515 | -13.83 | |
| 2.1451 | 25.47 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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