South African Rand GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.82% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 10.37 | |
| 0.0658 | 32.43 | |
| 0.9342 | 463.41 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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