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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0000	1.50
αARCH	0.0381	4.19***
βGARCH	0.9657	185.93***
γleverage	-0.0076	-0.52

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	1.50
α ARCH Response to squared shocks	0.0381	4.19***
β GARCH Volatility persistence	0.9657	185.93***
γ leverage Additional response to negative shocks	-0.0076	-0.52

V-Lab

Chinese Renminbi GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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