V-Lab
South African Rand EGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:11.40% (+0.55%)
Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 12.76 | |
| 0.1478 | 27.14 | |
| 0.9907 | 943.54 | |
| 0.0370 | 14.02 |
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Jan 2, 1990 to Jan 27, 2023
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