V-Lab: South African Rand GAS-GARCH Student T Volatility Analysis

V-Lab

South African Rand GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:10.49% (-0.38%)

Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0004	7.47
$α$	0.0377	104.10
$β$	0.9981	4,496.03
$ν$	2.8528	172.34

Estimation Period:
Jan 2, 1990 to Jul 4, 2025