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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6111	6.62***
α ARCH Response to squared shocks	0.0761	6.84***
β GARCH Volatility persistence	0.9033	66.05***

γ₁	0.0138	3.30***
γ₂	-0.0267	-4.36***
γ₃	0.0218	5.66***
γ₄	-0.0211	-4.25***

V-Lab

South African Rand Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other South African Rand Analyses