US Dollar to South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
14.10%
increased by 0.57%
1 Week
14.11%
increased by 0.58%
1 Month
14.15%
increased by 0.62%
Analysis last updated: Thursday, June 18, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0325 | 7.28 | |
| 0.0379 | 106.20 | |
| 0.9981 | 4,283.58 | |
| 2.8306 | 171.65 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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