V-Lab
V-Lab
US Dollar to Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:5.39% (-0.08%)

Analysis last updated: Tuesday, April 23, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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