South African Rand GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.32% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.63 | |
| 0.0664 | 32.86 | |
| 0.9336 | 465.19 |
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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