V-Lab
South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.82% (-0.09%)
Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 9.13 | |
| 0.0781 | 25.43 | |
| 0.9396 | 511.48 | |
| -0.0354 | -9.23 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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