South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:19.15% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0358 | 7.36 | |
| 0.0385 | 105.59 | |
| 0.9981 | 4,377.57 | |
| 2.8586 | 167.17 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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