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{name} Model Equation

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Spline Coefficients

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Param	Value	t-stat
ωconst	1.0280	1.79*
αARCH	0.0378	26.65***
βGARCH	0.9981	1,038.55***
νDF	2.8180	42.92***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0280	1.79*
α ARCH Response to squared shocks	0.0378	26.65***
β GARCH Volatility persistence	0.9981	1,038.55***
ν DF Student-t tail thickness	2.8180	42.92***

V-Lab

South African Rand GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other South African Rand Analyses