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	param	t-stat
$ω$	0.6892	6.67
$α$	0.0771	6.43
$β$	0.9010	61.95
$γ_{1}$	0.0315	2.58
$γ_{2}$	-0.0394	-2.27
$γ_{3}$	-0.0057	-0.63
$γ_{4}$	0.0294	3.80
$γ_{5}$	-0.0272	-3.33
$γ_{6}$	0.0151	2.43

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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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