Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:1.24% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0368 | 16.69 | |
| 0.9677 | 769.86 | |
| -0.0090 | -2.52 |
Estimation Period:
Jul 29, 2005 to Dec 12, 2025
Jul 29, 2005 to Dec 12, 2025
News Impact Curve
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