South African Rand GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:18.79% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.69 | |
| 0.0663 | 33.07 | |
| 0.9337 | 467.77 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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