Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:3.24% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.67 | |
| 0.0327 | 25.77 | |
| 0.9673 | 752.21 |
Estimation Period:
Jul 29, 2005 to Mar 14, 2026
Jul 29, 2005 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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