South African Rand EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.85% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 12.11 | |
| 0.1547 | 27.75 | |
| 0.9891 | 887.90 | |
| 0.0349 | 12.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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