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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0016	13.92***
α ARCH Response to squared shocks	0.0585	33.10***
β GARCH Volatility persistence	0.9387	466.32***
γ leverage Additional response to negative shocks	-0.1457	-13.05***
δ power Transformation power	2.0644	29.45***

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US Dollar to South African Rand APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to South African Rand Analyses