South African Rand AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:18.45% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.31 | |
| 0.0658 | 33.74 | |
| 0.9360 | 512.05 | |
| -0.1145 | -10.25 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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