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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	8.88***
α ARCH Response to squared shocks	0.0210	16.18***
β GARCH Volatility persistence	0.9724	1,113.90***
γ leverage Additional response to negative shocks	0.0062	2.12**

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US Dollar to Swiss Franc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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