V-Lab
South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:11.57% (-0.33%)
Analysis last updated: Sunday, December 3, 2023 at 01:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 8.22 | |
| 0.0760 | 26.08 | |
| 0.9424 | 563.63 | |
| -0.0369 | -9.72 |
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Jan 2, 1990 to Dec 1, 2023
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