Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.87% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.36 | |
| 0.0019 | 0.22 | |
| 0.9991 | 140.00 | |
| -0.0019 | -0.21 |
Estimation Period:
Jul 29, 2005 to Feb 20, 2026
Jul 29, 2005 to Feb 20, 2026
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