V-Lab
V-Lab
Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:7.48% (-0.05%)

Analysis last updated: Thursday, November 30, 2023 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
α0.035015.66
β0.9693653.16
γ-0.0085-2.38
Estimation Period:
Jul 29, 2005 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts