V-Lab
V-Lab
US Dollar to Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:2.97% (-0.08%)

Analysis last updated: Thursday, May 2, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Chinese Renminbi EGARCH
paramt-stat
ω0.00362.09
α0.088818.43
β0.99631660.54
γ0.02485.30
Estimation Period:
Sep 14, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts