South African Rand APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:5.60% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 13.35 | |
| 0.0582 | 32.97 | |
| 0.9388 | 451.78 | |
| -0.1497 | -13.16 | |
| 2.0684 | 28.31 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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