V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:7.75% (-0.12%)

Analysis last updated: Wednesday, October 4, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GARCH
paramt-stat
ω0.00005.00
α0.029921.31
β0.9701660.39
Estimation Period:
Jul 29, 2005 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts