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 Tuesday, April 21st, 2026
1 Day
3.01%
decreased by 0.03%
1 Week
3.03%
decreased by 0.01%
1 Month
3.10%
increased by 0.06%
Analysis last updated: Monday, April 20, 2026 at 07:03 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 | |
| 0.0450 | 29.02 | |
| 0.9598 | 681.67 | |
| -0.0190 | -2.40 |
Estimation Period:
Jul 29, 2005 to Apr 17, 2026
Jul 29, 2005 to Apr 17, 2026
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