South African Rand GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.92% (+0.10%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0016 | 9.18 | |
0.0790 | 25.89 | |
0.9394 | 524.51 | |
-0.0368 | -9.72 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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