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 Monday, December 23rd, 2024:11.73% (+0.42%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0071	7.56
$α$	0.0377	103.74
$β$	0.9981	4578.60
$ν$	3	178.65

Estimation Period:
Jan 2, 1990 to Dec 20, 2024