V-Lab
V-Lab
US Dollar to Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:5.31% (-0.08%)

Analysis last updated: Wednesday, April 24, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Chinese Renminbi GARCH
paramt-stat
ω0.00005.33
α0.029022.66
β0.9710720.87
Estimation Period:
Sep 14, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts