South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:9.88% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9881 | 7.38 | |
| 0.0375 | 104.06 | |
| 0.9981 | 4,396.94 | |
| 2.8569 | 168.14 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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