V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:1.74% (-0.01%)
Analysis last updated: Tuesday, July 15, 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
α0.031425.07
β0.9686758.49
Estimation Period:
Jul 29, 2005 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts