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

V-Lab

| |

V-Lab

South African Rand GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:12.00% (-0.17%)

Analysis last updated: Monday, March 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9972	7.56
$α$	0.0376	103.31
$β$	0.9981	4599.72
$ν$	3	173.65

Estimation Period:
Jan 2, 1990 to Mar 7, 2025