South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:13.10% (+9.67%)
Parameter Estimates
param | t-stat | |
---|---|---|
21 | ||
0.7480 | 7,480,490.00 | |
0.0335 | 335,480.00 | |
0.4368 | 4,368,050.00 | |
0.2386 | 54.66 | |
0.4133 | 48.86 | |
0.1380 | 7.26 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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