South African Rand Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:15.60% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6117 | 6.90 | |
| 0.0777 | 6.71 | |
| 0.8999 | 62.85 | |
| 0.0147 | 3.55 | |
| -0.0283 | -4.67 | |
| 0.0229 | 6.07 | |
| -0.0226 | -4.79 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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