V-Lab
South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:8.90% (-0.11%)
Analysis last updated: Friday, October 25, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 8.19 | |
| 0.0748 | 26.10 | |
| 0.9432 | 576.17 | |
| -0.0363 | -9.72 |
Estimation Period:
Jan 2, 1990 to Oct 25, 2024
Jan 2, 1990 to Oct 25, 2024
News Impact Curve
Volatility Forecasts
Other South African Rand Analyses