South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
15.00%
decreased by 0.62%
1 Week
15.01%
decreased by 0.61%
1 Month
15.02%
decreased by 0.60%
Analysis last updated: Friday, April 10, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0282 | 7.28 | |
| 0.0383 | 105.82 | |
| 0.9981 | 4,283.56 | |
| 2.8477 | 167.70 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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