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 Monday, January 30th, 2023:13.59% (-0.50%)

Analysis last updated: Sunday, January 29, 2023, 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0112	7.62
$α$	0.0394	102.50
$β$	0.9981	4578.50
$ν$	3	176.25

Estimation Period:
Jan 2, 1990 to Jan 28, 2023