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	param	t-stat
$ω$	0.0018	9.88
$α$	0.0795	26.47
$β$	0.9381	522.03
$γ$	-0.0352	-9.20

V-Lab

South African Rand GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:19.97% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses