US Dollar to Chinese Renminbi GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:6.85% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1860 | 0.76 | |
| 0.0229 | 0.26 | |
| 0.0000 | 0.00 | |
| -0.0229 | -0.26 |
Estimation Period:
Sep 14, 2005 to Feb 13, 2026
Sep 14, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Currencies