US Dollar to South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.54% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0033 | 7.28 | |
| 0.0380 | 104.91 | |
| 0.9981 | 4,265.27 | |
| 2.8570 | 164.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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