Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.82% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1848 | 0.75 | |
| 0.0229 | 0.26 | |
| 0.0000 | 0.00 | |
| -0.0229 | -0.26 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
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