South African Rand Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:10.19% (-0.25%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.6185 | 6.45 | |
0.0754 | 6.89 | |
0.9053 | 67.29 | |
0.0141 | 3.10 | |
-0.0262 | -3.99 | |
0.0179 | 4.84 | |
-0.0079 | -3.40 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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