South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:7.26% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9744 | 7.36 | |
| 0.0376 | 104.62 | |
| 0.9981 | 4,396.95 | |
| 2.8607 | 167.65 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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