V-Lab
South African Rand AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:15.13% (+4.40%)
Analysis last updated: Tuesday, October 3, 2023 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 1.61 | |
| 0.0610 | 36.82 | |
| 0.9402 | 565.37 | |
| -0.1363 | -12.56 |
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Jan 2, 1990 to Sep 29, 2023
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