V-Lab: Chinese Renminbi APARCH Volatility Analysis

V-Lab

Chinese Renminbi APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:1.84% (-0.03%)

Analysis last updated: Sunday, July 6, 2025 at 01:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	2.50
$α$	0.0325	16.54
$β$	0.9652	758.18
$γ$	-0.0599	-3.72
$δ$	2.1693	23.19

Estimation Period:
Jul 29, 2005 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts