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 Thursday, July 31st, 2025:10.01% (-0.22%)

Analysis last updated: Wednesday, July 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9946	7.45
$α$	0.0377	104.02
$β$	0.9981	4,475.86
$ν$	2.8554	171.16

Estimation Period:
Jan 2, 1990 to Jul 25, 2025