US Dollar to South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.49% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2336 | 62.89 | |
| 0.1678 | 58.34 | |
| 0.2490 | 18.23 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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