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	param	t-stat
$ω$	0.0777	6.10
$α$	0.0801	0.98
$β$	0.0000	0.00
$γ$	0.0247	0.26

V-Lab

Chinese Renminbi GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:4.58% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chinese Renminbi Analyses