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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1662	24.51
$β$	0.7343	55.78
$γ$	-0.1262	-16.37
$λ_{1}$	0.0010	2.82
$λ_{2}$	0.0506	5.59
$λ_{3}$	0.9494	104.78

V-Lab

South African Rand MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:5.69% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses