South African Rand AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.61% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 2.86 | |
| 0.0641 | 33.02 | |
| 0.9375 | 514.81 | |
| -0.1263 | -11.18 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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