South African Rand EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:10.71% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 12.03 | |
| 0.1543 | 27.81 | |
| 0.9891 | 889.52 | |
| 0.0349 | 12.60 |
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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