Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:1.50% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.95 | |
| 0.0873 | 18.98 | |
| 0.9973 | 1,878.08 | |
| 0.0237 | 5.35 |
Estimation Period:
Jul 29, 2005 to Nov 28, 2025
Jul 29, 2005 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies