V-Lab
V-Lab
Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:5.28% (-0.01%)

Analysis last updated: Sunday, March 26, 2023, 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GJR-GARCH
paramt-stat
ω0.00005.33
α0.034215.35
β0.9698647.83
γ-0.0081-2.27
Estimation Period:
Jul 29, 2005 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts