V-Lab: South African Rand MF2-GARCH Volatility Analysis

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V-Lab

South African Rand MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:4.06% (-5.06%)

Analysis last updated: Friday, April 26, 2024 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.7500	7499890.00
$β$	0.0000	110.00
$γ$	0.5000	5000000.00
$λ_{1}$	7.0000	11.68
$λ_{2}$	0.3000	11.31
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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