South African Rand GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:10.32% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9863 | 7.39 | |
| 0.0375 | 104.23 | |
| 0.9981 | 4,416.41 | |
| 2.8572 | 168.86 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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