South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:6.48% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 9.26 | |
| 0.0787 | 25.96 | |
| 0.9395 | 525.13 | |
| -0.0363 | -9.61 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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