Chinese Renminbi AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 27th, 2026
1 Day
3.09%
increased by 0.21%
1 Week
3.11%
increased by 0.23%
1 Month
3.17%
increased by 0.29%
Analysis last updated: Friday, April 24, 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 | 1.00 | |
| 0.0449 | 29.00 | |
| 0.9598 | 681.68 | |
| -0.0191 | -2.41 |
Estimation Period:
Jul 29, 2005 to Apr 24, 2026
Jul 29, 2005 to Apr 24, 2026
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