Chinese Renminbi AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:1.62% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.67 | |
| 0.0428 | 29.12 | |
| 0.9611 | 711.93 | |
| -0.0216 | -2.53 |
Estimation Period:
Jul 29, 2005 to Dec 5, 2025
Jul 29, 2005 to Dec 5, 2025
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