South African Rand APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.51% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 13.98 | |
| 0.0596 | 33.12 | |
| 0.9376 | 452.28 | |
| -0.1378 | -12.52 | |
| 2.0700 | 29.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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