V-Lab
South African Rand GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:12.44% (-0.36%)
Analysis last updated: Thursday, June 1, 2023 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 9.54 | |
| 0.0634 | 35.76 | |
| 0.9366 | 497.66 |
Estimation Period:
Jan 2, 1990 to May 27, 2023
Jan 2, 1990 to May 27, 2023
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