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	param	t-stat
$ω$	0.6122	6.98
$α$	0.0769	6.58
$β$	0.9004	62.15
$γ_{1}$	0.0151	3.61
$γ_{2}$	-0.0289	-4.73
$γ_{3}$	0.0236	6.21
$γ_{4}$	-0.0240	-5.06

V-Lab

South African Rand Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:6.46% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses