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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0079	1.30
αARCH	0.0941	4.94***
βGARCH	0.9970	480.71***
γleverage	0.0211	1.11

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0079	1.30
α ARCH Response to squared shocks	0.0941	4.94***
β GARCH Volatility persistence	0.9970	480.71***
γ leverage Additional response to negative shocks	0.0211	1.11

V-Lab

Chinese Renminbi EGARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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