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 Wednesday, September 17th, 2025:7.84% (-0.24%)

Analysis last updated: Tuesday, September 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9905	7.42
$α$	0.0375	104.26
$β$	0.9981	4,436.06
$ν$	2.8520	171.11

Estimation Period:
Jan 2, 1990 to Sep 12, 2025