South African Rand EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:7.64% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 11.81 | |
| 0.1511 | 27.19 | |
| 0.9896 | 902.88 | |
| 0.0361 | 13.31 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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