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, May 12th, 2025:12.92% (-0.50%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0065	7.54
$α$	0.0378	104.02
$β$	0.9981	4,578.59
$ν$	2.8569	173.39

Estimation Period:
Jan 2, 1990 to May 9, 2025