South African Rand MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
13.33%
decreased by 0.70%
1 Week
13.45%
decreased by 0.58%
1 Month
14.10%
increased by 0.07%
Analysis last updated: Friday, May 8, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1710 | 25.00 | |
| 0.7184 | 53.07 | |
| -0.1284 | -16.47 | |
| 0.0012 | 2.83 | |
| 0.0551 | 5.36 | |
| 0.9449 | 92.06 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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