South African Rand MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.64%
decreased by 0.53%
1 Week
14.05%
decreased by 0.12%
1 Month
14.59%
increased by 0.42%
Analysis last updated: Sunday, June 14, 2026 at 03:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1723 | 25.11 | |
| 0.7126 | 51.97 | |
| -0.1291 | -16.47 | |
| 0.0013 | 2.80 | |
| 0.0562 | 5.30 | |
| 0.9438 | 89.16 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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