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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0017	9.64***
α ARCH Response to squared shocks	0.0785	26.42***
β GARCH Volatility persistence	0.9393	534.02***
γ leverage Additional response to negative shocks	-0.0356	-9.45***

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US Dollar to South African Rand GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to South African Rand Analyses