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Dzulani Mashavhela

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Open access Jul 2026

Exploring the Dynamics of ZAR/USD Exchange RateVolatility Using the fGARCH and First-Order Beta-Skew-T-EGARCH Models

This study investigates and explores the volatility dynamics of the South African rand against the US dollar (ZAR/USD) using the Family GARCH (fGARCH) model and the First-Order Beta-Skew-T-Generalised Autoregressive Conditional Heteroskedasticity (Beta-Skew-T-EGARCH) model. Currency volatility across the globe, uncerta...

Dzulani Mashavhela, Thakhani Ravele, C. Sigauke · 0 citations

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