South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.72% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0055 | 7.27 | |
| 0.0381 | 104.64 | |
| 0.9981 | 4,265.26 | |
| 2.8575 | 164.67 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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