South African Rand MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:11.11% (-9.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7449 | 7,448,690.00 | |
| 0.0051 | 51,310.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2316 | 2,315,840.00 | |
| 0.1720 | 1,720,390.00 | |
| 0.2502 | 2,502,230.00 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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