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 Monday, June 2nd, 2025:11.13% (+0.45%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0021	7.50
$α$	0.0378	104.10
$β$	0.9981	4,516.39
$ν$	2.8559	172.50

Estimation Period:
Jan 2, 1990 to May 30, 2025