V-Lab: South African Rand MF2-GARCH Volatility Analysis

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South African Rand MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:15.67% (+8.80%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7431	7,431,100.00
$β$	0.0388	388,380.00
$γ$	0.4361	4,361,020.00
$λ_{1}$	0.2062	42.78
$λ_{2}$	0.4593	34.36
$λ_{3}$	0.1707	6.47

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts