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	param	t-stat
$ω$	0.6653	6.20
$α$	0.0776	6.50
$β$	0.8995	61.14
$γ_{1}$	0.0287	1.74
$γ_{2}$	-0.0249	-1.06
$γ_{3}$	-0.0216	-1.45
$γ_{4}$	0.0163	1.14
$γ_{5}$	0.0186	1.52
$γ_{6}$	-0.0357	-3.41
$γ_{7}$	0.0259	3.17

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:6.68% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses