V-Lab
V-Lab
Chinese Renminbi APARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:7.33% (-0.11%)

Analysis last updated: Sunday, December 3, 2023 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi APARCH
paramt-stat
ω0.00002.50
α0.030713.95
β0.9672714.86
γ-0.0683-4.26
δ2.154021.44
Estimation Period:
Jul 29, 2005 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts