V-Lab
South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:10.71% (-0.06%)
Analysis last updated: Tuesday, April 23, 2024 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 8.22 | |
| 0.0753 | 26.01 | |
| 0.9427 | 566.88 | |
| -0.0360 | -9.54 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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