South African Rand AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.86% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 4.48 | |
| 0.0656 | 33.48 | |
| 0.9360 | 508.72 | |
| -0.1131 | -10.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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