V-Lab
V-Lab
Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.22% (-0.08%)

Analysis last updated: Thursday, April 25, 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
α0.034215.70
β0.9700679.24
γ-0.0082-2.36
Estimation Period:
Jul 29, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts