US Dollar to South African Rand MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
13.72%
increased by 0.83%
1 Week
13.93%
increased by 1.04%
1 Month
14.36%
increased by 1.47%
Analysis last updated: Thursday, June 18, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1723 | 25.11 | |
| 0.7123 | 51.91 | |
| -0.1291 | -16.46 | |
| 0.0013 | 2.80 | |
| 0.0563 | 5.29 | |
| 0.9437 | 88.98 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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