South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
14.04%
increased by 0.94%
1 Week
14.05%
increased by 0.95%
1 Month
14.08%
increased by 0.98%
Analysis last updated: Friday, May 1, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0256 | 7.26 | |
| 0.0382 | 105.90 | |
| 0.9981 | 4,247.09 | |
| 2.8458 | 167.45 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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