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V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:1.36% (-0.02%)
Analysis last updated: Sunday, November 16, 2025 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GARCH
paramt-stat
ω0.00005.33
α0.031625.64
β0.9684776.55
Estimation Period:
Jul 29, 2005 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts