V-Lab
South African Rand GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:13.99% (-0.32%)
Analysis last updated: Friday, November 25, 2022, 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 9.64 | |
| 0.0642 | 35.53 | |
| 0.9358 | 488.92 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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