South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:8.62% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9799 | 7.37 | |
| 0.0374 | 104.21 | |
| 0.9981 | 4,396.94 | |
| 2.8608 | 167.05 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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