South African Rand Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:11.65% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6194 | 6.42 | |
| 0.0755 | 6.89 | |
| 0.9053 | 67.25 | |
| 0.0141 | 3.09 | |
| -0.0262 | -3.98 | |
| 0.0179 | 4.82 | |
| -0.0078 | -3.35 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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