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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0017	2.42**
αARCH	0.0788	6.62***
βGARCH	0.9391	133.83***
γleverage	-0.0357	-2.36**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0017	2.42**
α ARCH Response to squared shocks	0.0788	6.62***
β GARCH Volatility persistence	0.9391	133.83***
γ leverage Additional response to negative shocks	-0.0357	-2.36**

V-Lab

South African Rand GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other South African Rand Analyses