South African Rand GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:5.92% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 10.31 | |
| 0.0656 | 32.47 | |
| 0.9344 | 464.63 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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