South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.92% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 9.18 | |
| 0.0790 | 25.89 | |
| 0.9394 | 524.51 | |
| -0.0368 | -9.72 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other South African Rand Analyses
Other GJR-GARCH Analyses on Currencies