Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:1.47% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 4.95 | |
| 0.0874 | 18.97 | |
| 0.9973 | 1,871.03 | |
| 0.0237 | 5.34 |
Estimation Period:
Jul 29, 2005 to Nov 7, 2025
Jul 29, 2005 to Nov 7, 2025
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