V-Lab
V-Lab
Chinese Renminbi AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:5.17% (-0.09%)

Analysis last updated: Friday, April 26, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi AGARCH
paramt-stat
ω0.00000.71
α0.039525.70
β0.9640662.57
γ-0.0207-2.25
Estimation Period:
Jul 29, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts