South African Rand EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:8.15% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 11.87 | |
| 0.1514 | 27.18 | |
| 0.9895 | 900.37 | |
| 0.0361 | 13.30 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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