V-Lab
V-Lab
Chinese Renminbi APARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:4.98% (-0.08%)

Analysis last updated: Friday, January 27, 2023, 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi APARCH
paramt-stat
ω0.00002.50
α0.030413.59
β0.9677700.21
γ-0.0650-3.98
δ2.143621.57
Estimation Period:
Jul 29, 2005 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts