South African Rand AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:10.28% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 2.95 | |
| 0.0642 | 33.04 | |
| 0.9374 | 514.80 | |
| -0.1257 | -11.12 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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