South African Rand MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
12.70%
decreased by 0.63%
1 Week
13.15%
decreased by 0.18%
1 Month
14.45%
increased by 1.12%
Analysis last updated: Friday, April 10, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1719 | 24.94 | |
| 0.7131 | 51.78 | |
| -0.1284 | -16.32 | |
| 0.0013 | 2.80 | |
| 0.0568 | 5.26 | |
| 0.9432 | 87.63 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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