V-Lab
South African Rand AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:11.67% (+0.70%)
Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 1.66 | |
| 0.0618 | 36.52 | |
| 0.9395 | 555.24 | |
| -0.1355 | -12.49 |
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Jan 2, 1990 to Jan 27, 2023
News Impact Curve
Volatility Forecasts
Other South African Rand Analyses