V-Lab
V-Lab
US Dollar to Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:4.71% (-0.07%)

Analysis last updated: Thursday, May 2, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Chinese Renminbi GJR-GARCH
paramt-stat
ω0.00005.67
α0.033915.72
β0.9701709.17
γ-0.0082-2.42
Estimation Period:
Sep 14, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts