Chinese Renminbi EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
3.08%
decreased by 0.08%
1 Week
3.13%
decreased by 0.03%
1 Month
3.36%
increased by 0.20%
Analysis last updated: Sunday, April 12, 2026 at 01:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 5.56 | |
| 0.0913 | 18.98 | |
| 0.9971 | 2,018.45 | |
| 0.0192 | 4.16 |
Estimation Period:
Jul 29, 2005 to Apr 10, 2026
Jul 29, 2005 to Apr 10, 2026
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