V-Lab
South African Rand GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:9.62% (-0.25%)
Analysis last updated: Thursday, April 18, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 9.39 | |
| 0.0622 | 36.02 | |
| 0.9378 | 509.69 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
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