Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:1.31% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.96 | |
| 0.0871 | 19.02 | |
| 0.9973 | 1,895.94 | |
| 0.0236 | 5.35 |
Estimation Period:
Jul 29, 2005 to Jan 9, 2026
Jul 29, 2005 to Jan 9, 2026
News Impact Curve
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