South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:7.59% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9737 | 7.37 | |
| 0.0374 | 104.27 | |
| 0.9981 | 4,396.96 | |
| 2.8619 | 167.23 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
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