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	param	t-stat
$ω$	0.6663	6.16
$α$	0.0774	6.48
$β$	0.9000	61.61
$γ_{1}$	0.0286	1.72
$γ_{2}$	-0.0251	-1.06
$γ_{3}$	-0.0208	-1.39
$γ_{4}$	0.0153	1.07
$γ_{5}$	0.0192	1.57
$γ_{6}$	-0.0361	-3.50
$γ_{7}$	0.0265	3.33

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:8.93% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses