US Dollar to South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.33% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1694 | 24.75 | |
| 0.7232 | 53.65 | |
| -0.1251 | -16.20 | |
| 0.0011 | 2.84 | |
| 0.0528 | 5.50 | |
| 0.9472 | 98.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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