Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.28% (0.00%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0000 | 5.67 | |
0.0368 | 16.57 | |
0.9677 | 766.18 | |
-0.0089 | -2.48 |
Estimation Period:
Jul 29, 2005 to Oct 10, 2025
Jul 29, 2005 to Oct 10, 2025
News Impact Curve
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