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	param	t-stat
$ω$	0.6946	6.70
$α$	0.0773	6.46
$β$	0.9012	62.27
$γ_{1}$	0.0319	2.62
$γ_{2}$	-0.0403	-2.32
$γ_{3}$	-0.0045	-0.50
$γ_{4}$	0.0282	3.69
$γ_{5}$	-0.0263	-3.26
$γ_{6}$	0.0144	2.35

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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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