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	param	t-stat
$m$	21
$α$	0.1706	25.12
$β$	0.7245	54.58
$γ$	-0.1273	-16.48
$λ_{1}$	0.0012	2.90
$λ_{2}$	0.0532	5.52
$λ_{3}$	0.9468	98.12

V-Lab

South African Rand MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 23rd, 2026:17.60% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South African Rand Analyses