US Dollar to Chinese Renminbi EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
1.77%
decreased by 0.04%
1 Week
1.81%
increased by 0.00%
1 Month
1.96%
increased by 0.15%
Analysis last updated: Tuesday, June 16, 2026 at 08:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 4.34 | |
| 0.0909 | 19.13 | |
| 0.9968 | 1,835.81 | |
| 0.0199 | 4.20 |
Estimation Period:
Sep 14, 2005 to Jun 12, 2026
Sep 14, 2005 to Jun 12, 2026
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