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	param	t-stat
$ω$	0.6613	6.14
$α$	0.0780	6.53
$β$	0.8990	61.43
$γ_{1}$	0.0284	1.73
$γ_{2}$	-0.0250	-1.07
$γ_{3}$	-0.0206	-1.40
$γ_{4}$	0.0156	1.10
$γ_{5}$	0.0186	1.53
$γ_{6}$	-0.0354	-3.48
$γ_{7}$	0.0260	3.33

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:10.89% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses