South African Rand MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
21.18%
decreased by 2.43%
1 Week
19.77%
decreased by 3.84%
1 Month
17.81%
decreased by 5.80%
Analysis last updated: Sunday, May 24, 2026 at 03:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1710 | 25.01 | |
| 0.7184 | 53.07 | |
| -0.1285 | -16.49 | |
| 0.0012 | 2.83 | |
| 0.0550 | 5.36 | |
| 0.9450 | 92.23 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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