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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0301	7.20***
α ARCH Response to squared shocks	0.0377	106.25***
β GARCH Volatility persistence	0.9981	4,193.53***
ν DF Student-t tail thickness	2.8154	173.27***

V-Lab

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