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 Thursday, November 13th, 2025:3.94% (-7.01%)

Analysis last updated: Wednesday, November 12, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7356	7,355,750.00
$β$	0.0457	457,040.00
$γ$	0.4374	4,374,410.00
$λ_{1}$	0.2133	44.42
$λ_{2}$	0.4718	32.74
$λ_{3}$	0.1480	5.27

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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