V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:2.33% (-0.04%)

Analysis last updated: Monday, January 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GARCH
paramt-stat
ω0.00005.33
α0.031624.54
β0.9684728.65
Estimation Period:
Jul 29, 2005 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts