Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:1.44% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.94 | |
| 0.0871 | 18.91 | |
| 0.9973 | 1,878.08 | |
| 0.0237 | 5.35 |
Estimation Period:
Jul 29, 2005 to Oct 10, 2025
Jul 29, 2005 to Oct 10, 2025
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