Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.47% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.05 | |
| -0.0020 | -0.04 | |
| 1.0000 | 2,336.45 | |
| -0.0054 | -0.04 |
Estimation Period:
Jul 29, 2005 to Feb 6, 2026
Jul 29, 2005 to Feb 6, 2026
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