South African Rand MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
13.78%
decreased by 0.45%
1 Week
14.52%
increased by 0.29%
1 Month
15.77%
increased by 1.54%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1722 | 25.19 | |
| 0.7143 | 52.48 | |
| -0.1297 | -16.61 | |
| 0.0013 | 2.81 | |
| 0.0556 | 5.32 | |
| 0.9444 | 90.65 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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