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	param	t-stat
$ω$	0.0000	5.67
$α$	0.0365	16.70
$β$	0.9678	774.27
$γ$	-0.0086	-2.43

V-Lab

Chinese Renminbi GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:1.35% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chinese Renminbi Analyses