V-Lab
South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:12.06% (+0.01%)
Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 9.26 | |
| 0.0784 | 25.52 | |
| 0.9392 | 514.36 | |
| -0.0351 | -9.13 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025
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