V-Lab
South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:13.34% (-0.38%)
Analysis last updated: Thursday, June 1, 2023 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 8.37 | |
| 0.0772 | 26.17 | |
| 0.9417 | 556.88 | |
| -0.0377 | -9.81 |
Estimation Period:
Jan 2, 1990 to May 27, 2023
Jan 2, 1990 to May 27, 2023
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