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	param	t-stat
$ω$	0.0016	9.26
$α$	0.0786	26.00
$β$	0.9395	526.65
$γ$	-0.0363	-9.58

V-Lab

South African Rand GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:5.83% (+0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses