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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0083	12.20***
α ARCH Response to squared shocks	0.1524	28.12***
β GARCH Volatility persistence	0.9893	924.59***
γ leverage Additional response to negative shocks	0.0359	13.32***

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US Dollar to South African Rand EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to South African Rand Analyses