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 Monday, September 1st, 2025:9.60% (-0.12%)

Analysis last updated: Friday, August 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9926	7.43
$α$	0.0376	104.03
$β$	0.9981	4,455.87
$ν$	2.8538	171.02

Estimation Period:
Jan 2, 1990 to Aug 29, 2025