V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:3.39% (-0.05%)
Analysis last updated: Friday, May 16, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GARCH
paramt-stat
ω0.00005.00
α0.030424.71
β0.9696772.60
Estimation Period:
Jul 29, 2005 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts