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	param	t-stat
$ω$	0.0080	11.79
$α$	0.1511	27.12
$β$	0.9896	908.77
$γ$	0.0363	13.41

V-Lab

South African Rand EGARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:5.78% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses