V-Lab
V-Lab
Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:3.90% (0.00%)

Analysis last updated: Thursday, September 19, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GJR-GARCH
paramt-stat
ω0.00005.67
α0.035915.71
β0.9684696.17
γ-0.0085-2.35
Estimation Period:
Jul 29, 2005 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts