Chinese Renminbi AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:6.53% (+5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.67 | |
| 0.0431 | 29.07 | |
| 0.9609 | 704.44 | |
| -0.0215 | -2.52 |
Estimation Period:
Jul 29, 2005 to Oct 24, 2025
Jul 29, 2005 to Oct 24, 2025
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