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	param	t-stat
$ω$	0.0018	9.85
$α$	0.0793	26.29
$β$	0.9380	517.96
$γ$	-0.0347	-9.02

V-Lab

South African Rand GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.47% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses