South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:7.20% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 9.28 | |
| 0.0788 | 25.96 | |
| 0.9394 | 525.11 | |
| -0.0364 | -9.61 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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