Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:1.27% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0369 | 16.64 | |
| 0.9676 | 767.34 | |
| -0.0090 | -2.50 |
Estimation Period:
Jul 29, 2005 to Oct 31, 2025
Jul 29, 2005 to Oct 31, 2025
News Impact Curve
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