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	param	t-stat
$ω$	0.6611	6.10
$α$	0.0774	6.48
$β$	0.8999	61.56
$γ_{1}$	0.0282	1.70
$γ_{2}$	-0.0246	-1.04
$γ_{3}$	-0.0210	-1.41
$γ_{4}$	0.0154	1.08
$γ_{5}$	0.0192	1.57
$γ_{6}$	-0.0362	-3.50
$γ_{7}$	0.0266	3.32

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:7.66% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses