Chinese Renminbi EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:3.41% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 5.53 | |
| 0.0919 | 18.72 | |
| 0.9971 | 2,002.20 | |
| 0.0193 | 4.16 |
Estimation Period:
Jul 29, 2005 to Mar 14, 2026
Jul 29, 2005 to Mar 14, 2026
News Impact Curve
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