Chinese Renminbi AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:7.22% (+5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.67 | |
| 0.0428 | 29.12 | |
| 0.9611 | 710.85 | |
| -0.0215 | -2.52 |
Estimation Period:
Jul 29, 2005 to Nov 21, 2025
Jul 29, 2005 to Nov 21, 2025
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