South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:7.48% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 9.26 | |
| 0.0787 | 25.95 | |
| 0.9395 | 525.73 | |
| -0.0363 | -9.61 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other South African Rand Analyses
Other GJR-GARCH Analyses on Currencies