V-Lab
South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:2.13% (-1.97%)
Analysis last updated: Friday, September 22, 2023 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7500 | 7499880.00 | |
| 0.0000 | 120.00 | |
| 0.5000 | 5000000.00 | |
| 7.0000 | 11.93 | |
| 0.3000 | 11.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Jan 2, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other South African Rand Analyses