South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:11.52% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9990 | 7.26 | |
| 0.0380 | 104.95 | |
| 0.9981 | 4,247.11 | |
| 2.8598 | 163.82 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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