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	param	t-stat
$ω$	0.6656	6.29
$α$	0.0780	6.50
$β$	0.8985	60.77
$γ_{1}$	0.0293	1.80
$γ_{2}$	-0.0261	-1.13
$γ_{3}$	-0.0207	-1.41
$γ_{4}$	0.0160	1.14
$γ_{5}$	0.0182	1.51
$γ_{6}$	-0.0352	-3.48
$γ_{7}$	0.0259	3.34

V-Lab

South African Rand Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.23% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses