V-Lab: South African Rand MF2-GARCH Volatility Analysis

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South African Rand MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:0.67% (-2.24%)

Analysis last updated: Tuesday, December 2, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7475	7,474,980.00
$β$	0.0025	25,020.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.2474	74.35
$λ_{2}$	0.1316	90.32
$λ_{3}$	0.2511	27.93

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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