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	param	t-stat
$ω$	0.6909	6.59
$α$	0.0779	6.43
$β$	0.9006	61.82
$γ_{1}$	0.0315	2.54
$γ_{2}$	-0.0391	-2.22
$γ_{3}$	-0.0062	-0.68
$γ_{4}$	0.0297	3.70
$γ_{5}$	-0.0271	-3.18
$γ_{6}$	0.0149	2.33

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:20.38% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses