South African Rand GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
13.97%
increased by 0.77%
1 Week
13.98%
increased by 0.78%
1 Month
14.01%
increased by 0.81%
Analysis last updated: Friday, May 15, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0247 | 7.26 | |
| 0.0382 | 106.07 | |
| 0.9981 | 4,247.09 | |
| 2.8461 | 167.30 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other South African Rand Analyses
Other GAS-GARCH Student T Analyses on Currencies