South African Rand Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:9.44% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6185 | 6.41 | |
| 0.0753 | 6.90 | |
| 0.9056 | 67.64 | |
| 0.0139 | 3.06 | |
| -0.0259 | -3.95 | |
| 0.0177 | 4.78 | |
| -0.0077 | -3.33 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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