V-Lab
V-Lab
Chinese Renminbi APARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:3.79% (-0.05%)

Analysis last updated: Thursday, June 1, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi APARCH
paramt-stat
ω0.00002.50
α0.030413.71
β0.9677712.58
γ-0.0700-4.29
δ2.144521.41
Estimation Period:
Jul 29, 2005 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts