Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:1.28% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0368 | 16.68 | |
| 0.9677 | 769.86 | |
| -0.0089 | -2.49 |
Estimation Period:
Jul 29, 2005 to Nov 21, 2025
Jul 29, 2005 to Nov 21, 2025
News Impact Curve
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