South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:55.30% (+29.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7114 | 7,113,990.00 | |
| 0.0386 | 386,010.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1514 | 26.83 | |
| 0.6725 | 31.17 | |
| 0.1292 | 4.09 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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