V-Lab: South African Rand GAS-GARCH Student T Volatility Analysis

V-Lab

South African Rand GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:9.86% (+0.57%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0003	7.47
$α$	0.0378	104.13
$β$	0.9981	4,475.86
$ν$	2.8530	172.67

Estimation Period:
Jan 2, 1990 to Jun 13, 2025