US Dollar to South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
15.75%
increased by 0.35%
1 Week
15.75%
increased by 0.35%
1 Month
15.75%
increased by 0.35%
Analysis last updated: Thursday, May 28, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0230 | 7.26 | |
| 0.0381 | 105.78 | |
| 0.9981 | 4,265.26 | |
| 2.8451 | 167.60 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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