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	param	t-stat
$ω$	0.6676	6.25
$α$	0.0780	6.52
$β$	0.8988	61.18
$γ_{1}$	0.0290	1.78
$γ_{2}$	-0.0256	-1.10
$γ_{3}$	-0.0213	-1.46
$γ_{4}$	0.0170	1.21
$γ_{5}$	0.0173	1.43
$γ_{6}$	-0.0351	-3.45
$γ_{7}$	0.0262	3.37

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:10.15% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses