Chinese Renminbi GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 17th, 2026
1 Day
3.04%
decreased by 0.05%
1 Week
3.04%
decreased by 0.05%
1 Month
3.04%
decreased by 0.05%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0326 | 25.98 | |
| 0.9674 | 758.18 |
Estimation Period:
Jul 29, 2005 to Apr 10, 2026
Jul 29, 2005 to Apr 10, 2026
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