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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.2677	0.03
α ARCH Response to squared shocks	0.2451	0.03
β GARCH Volatility persistence	0.5300	0.02
ν DF Student-t tail thickness	2.0492	0.73

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US Dollar to South African Rand GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to South African Rand Analyses