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 Tuesday, July 1st, 2025:10.26% (+0.48%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0019	7.47
$α$	0.0377	104.14
$β$	0.9981	4,496.03
$ν$	2.8509	172.98

Estimation Period:
Jan 2, 1990 to Jun 27, 2025