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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6087	6.60***
αARCH	0.0746	6.85***
βGARCH	0.9052	67.32***

γ₁	0.0133	3.20***
γ₂	-0.0259	-4.26***
γ₃	0.0213	5.60***
γ₄	-0.0214	-4.36***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6087	6.60***
α ARCH Response to squared shocks	0.0746	6.85***
β GARCH Volatility persistence	0.9052	67.32***

γ₁	0.0133	3.20***
γ₂	-0.0259	-4.26***
γ₃	0.0213	5.60***
γ₄	-0.0214	-4.36***

V-Lab

South African Rand Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other South African Rand Analyses