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	param	t-stat
$ω$	0.6114	6.96
$α$	0.0778	6.67
$β$	0.8994	62.21
$γ_{1}$	0.0149	3.61
$γ_{2}$	-0.0286	-4.74
$γ_{3}$	0.0233	6.20
$γ_{4}$	-0.0234	-5.06

V-Lab

South African Rand Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:9.66% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses