V-Lab
V-Lab
Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:8.15% (+1.68%)

Analysis last updated: Wednesday, May 8, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GJR-GARCH
paramt-stat
ω0.00005.33
α0.034615.68
β0.9696674.74
γ-0.0083-2.36
Estimation Period:
Jul 29, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts