Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:159.52% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0366 | 16.70 | |
| 0.9678 | 773.64 | |
| -0.0089 | -2.50 |
Estimation Period:
Jul 29, 2005 to Jan 17, 2026
Jul 29, 2005 to Jan 17, 2026
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