V-Lab
V-Lab
Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:3.25% (-0.06%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GJR-GARCH
paramt-stat
ω0.00005.67
α0.035915.97
β0.9682736.85
γ-0.0082-2.31
Estimation Period:
Jul 29, 2005 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts