South African Rand GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:8.71% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 10.44 | |
| 0.0657 | 32.51 | |
| 0.9343 | 465.30 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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