South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:16.87% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0313 | 7.34 | |
| 0.0385 | 105.36 | |
| 0.9981 | 4,339.49 | |
| 2.8573 | 166.85 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
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