South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.18% (+6.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7463 | 7,462,860.00 | |
| 0.0037 | 37,140.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2356 | 65.02 | |
| 0.1618 | 88.00 | |
| 0.2493 | 26.24 |
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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