Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0368 | 16.57 | |
| 0.9677 | 766.18 | |
| -0.0089 | -2.48 |
Estimation Period:
Jul 29, 2005 to Oct 10, 2025
Jul 29, 2005 to Oct 10, 2025
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