South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:8.71% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9881 | 7.39 | |
| 0.0374 | 104.31 | |
| 0.9981 | 4,416.41 | |
| 2.8489 | 170.95 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
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