V-Lab: Chinese Renminbi APARCH Volatility Analysis

V-Lab

Chinese Renminbi APARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:3.21% (+0.09%)

Analysis last updated: Thursday, April 24, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	2.50
$α$	0.0326	15.93
$β$	0.9650	753.90
$γ$	-0.0498	-3.06
$δ$	2.1757	22.59

Estimation Period:
Jul 29, 2005 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts