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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	6.67***
α ARCH Response to squared shocks	0.0375	16.76***
β GARCH Volatility persistence	0.9661	763.71***
γ leverage Additional response to negative shocks	-0.0073	-2.02**

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US Dollar to Chinese Renminbi GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Chinese Renminbi Analyses