Chinese Renminbi APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
1.73%
decreased by 0.03%
1 Week
1.73%
decreased by 0.03%
1 Month
1.74%
decreased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 2.50 | |
| 0.0342 | 16.78 | |
| 0.9631 | 737.42 | |
| -0.0537 | -3.40 | |
| 2.1914 | 23.28 |
Estimation Period:
Jul 29, 2005 to Jun 5, 2026
Jul 29, 2005 to Jun 5, 2026
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