V-Lab
South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:5.56% (-9.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6978 | 6,978,130.00 | |
| 0.0522 | 521,870.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1349 | 23.93 | |
| 0.6801 | 28.32 | |
| 0.1371 | 4.00 |
Estimation Period:
Jan 2, 1990 to Apr 18, 2025
Jan 2, 1990 to Apr 18, 2025
News Impact Curve
Volatility Forecasts
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