South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:10.01% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9861 | 7.30 | |
| 0.0377 | 104.43 | |
| 0.9981 | 4,302.09 | |
| 2.8594 | 165.18 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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