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 Wednesday, February 5th, 2025:14.08% (+0.60%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0032	7.57
$α$	0.0376	103.36
$β$	0.9981	4599.72
$ν$	3	175.93

Estimation Period:
Jan 2, 1990 to Jan 31, 2025