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	param	t-stat
$ω$	0.6883	6.61
$α$	0.0781	6.46
$β$	0.9001	61.64
$γ_{1}$	0.0314	2.56
$γ_{2}$	-0.0391	-2.24
$γ_{3}$	-0.0060	-0.67
$γ_{4}$	0.0294	3.73
$γ_{5}$	-0.0270	-3.22
$γ_{6}$	0.0149	2.37

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South African Rand Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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