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

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V-Lab

South African Rand MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:13.10% (+9.67%)

Analysis last updated: Tuesday, October 21, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7480	7,480,490.00
$β$	0.0335	335,480.00
$γ$	0.4368	4,368,050.00
$λ_{1}$	0.2386	54.66
$λ_{2}$	0.4133	48.86
$λ_{3}$	0.1380	7.26

Estimation Period:
Jan 2, 1990 to Oct 18, 2025

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Volatility Forecasts