South African Rand APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.68% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 13.96 | |
| 0.0595 | 33.14 | |
| 0.9377 | 453.44 | |
| -0.1381 | -12.53 | |
| 2.0685 | 29.11 |
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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