V-Lab: South African Rand GAS-GARCH Student T Volatility Analysis

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V-Lab

South African Rand GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:12.17% (+0.70%)

Analysis last updated: Tuesday, April 16, 2024 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9993	7.65
$α$	0.0381	102.82
$β$	0.9982	4686.16
$ν$	3	176.32

Estimation Period:
Jan 2, 1990 to Apr 12, 2024