South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
15.21%
increased by 0.05%
1 Week
15.21%
increased by 0.05%
1 Month
15.22%
increased by 0.06%
Analysis last updated: Sunday, May 24, 2026 at 03:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0235 | 7.25 | |
| 0.0382 | 106.03 | |
| 0.9981 | 4,247.09 | |
| 2.8469 | 167.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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