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	param	t-stat
$ω$	0.0016	9.23
$α$	0.0791	26.07
$β$	0.9393	522.98
$γ$	-0.0367	-9.75

V-Lab

South African Rand GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:4.53% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses